KPMG

Assistant Manager - Credit Risk

Job Description

  • Strong understanding of capital market products and derivatives across asset classes
  • Good knowledge and experience in CCR domain areas such as PFE, EE, EEE, EPE and EEPE computation methodologies, ECL computation
  • Good understanding of the Basel norms and its impact on Banks
  • Experience working in Capital and RWA computations.
  • Ability to operate in both agile and waterfall style project methodologies and understand deliverables required for each methodology.
  • Attention to detail and high-quality standards of documentation, processes, and control environment.
  • Experience in the full E2E systems delivery lifecycle (SDLC) / Agile framework.
  • Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project, and Visio
  • Proficiency in data analysis, virtualization, and BI solutions – SQL, Python, Dremio, PowerBI, Alteryx, Tableau etc.
  • Excellent communication, organization, prioritization, and documentation skills
  • Flexibility – adapts effectively to changing plans, domains and priorities; Is open and flexible when faced

with changing project constraints

  • Deals comfortably with ambiguity – Stays on target to complete goals regardless of obstacles or adverse circumstances.
  •  Rigorous follow ups through on all commitments to achieve results.
  • Excellent and demonstrable understanding of “best practice” approaches to functional testing especially User Acceptance Testing.


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