KPMG
Analyst - Credit Risk
Job Description
Should have prior experience in model development, model validation or model monitoring with GSIBs or Indian Banks. • Good understanding of Credit Risk Model Development steps starting with exploratory data analysis, roll rate, vintage analysis, good/bad definitions, factor selections, logistic/ linear regressions including assumptions and limitations, scorecard calibration • Credit Risk Model Validation starting from data preparation and analysis, validation tests, back testing, scenario analysis, sensitivity analysis • Time Series analysis and forecasting • Economic Capital computation • Sound knowledge of IRB, IFRS 9, CECL, CCAR, SR-11-7, Scorecard, Wholesale & Retail Portfolio, credit card, CRD, CRR guidelines. • Regulatory Guideline - PRA, EBA, FED, HKMA
Jobs at Mumbai
KPMG
Technology Consulting-TE SAP-SD Ass…
KI Professional
Mumbai, Maharashtra
Last Date: Dec. 10, 2025
KPMG
Executive - Cyber Defense
KI Professional
Mumbai, Maharashtra
Last Date: Dec. 10, 2025
Oracle
Weblogic Administration
Professional
Mumbai, Maharashtra
Last Date: Jan. 11, 2026
Amazon
Data Centre Operation Technician, D…
Freshers/Experienced
Mumbai, Maharashtra
Last Date: Dec. 9, 2025
Oracle
Senior Principal Consultant
Professional
Mumbai, Maharashtra
Last Date: May 19, 2026
KPMG
Manager - SAP-Project Management
KI Professional
Mumbai, Maharashtra
Last Date: Dec. 10, 2025
KPMG
Technology Consulting-DT Regtech
KI Professional
Mumbai, Maharashtra
Last Date: Dec. 10, 2025
KPMG
Technology Consulting-TE SAP-SF-Int…
KI Professional
Mumbai, Maharashtra
Last Date: Dec. 10, 2025
KPMG
Associate Director - Gen AI
KI Professional
Mumbai, Maharashtra
Last Date: Dec. 10, 2025
More Jobs at KPMG
KPMG
Executive - Internal Audit
KI Professional
Gurugram, Haryana
Last Date: Dec. 10, 2025
KPMG
Executive - IT Audit
KI Professional
Bangalore, Karnataka
Last Date: Dec. 10, 2025
KPMG
Executive - Employee Vetting & Back…
KI Professional
Chennai, Tamil Nadu
Last Date: Dec. 10, 2025
KPMG
Senior Manager - Retail
KI Professional
Mumbai, Maharashtra
Last Date: Dec. 10, 2025
KPMG
Assistant Manager - Investigations
KI Professional
Gurugram, Haryana
Last Date: Dec. 31, 2025
KPMG
Technology Enablement SAP-Basis Exe…
KI Professional
Mumbai, Maharashtra
Last Date: Dec. 10, 2025
KPMG
Assistant Manager - TPRM-Advisory S…
KI Professional
Bangalore, Karnataka
Last Date: Dec. 10, 2025
KPMG
Senior - SAP-Data Mgmt.
KI Professional
Mumbai, Maharashtra
Last Date: Dec. 10, 2025
KPMG
Senior - Cyber Investigations
KI Professional
Mumbai, Maharashtra
Last Date: Dec. 10, 2025