At KPMG, you'll join a team of diverse and dedicated problem solvers, connected by a common cause: turning insight into opportunity for clients and communities around the world.
Our Financial Risk Management practice is looking for Senior Managers and/or Managers with a credit risk profile to join our team in the Montreal office. What you will do
You will be involved in a variety of projects with clients exclusively in the financial services industry, including major Canadian banks, credit unions, Crown corporations, as well as pension funds and asset managers. You will work closely with the Partner in charge of the Financial Risk Management practice on advisory projects in financial modelling and will contribute to business development.
You are highly motivated and enthusiastic about taking on various challenges and working on projects of strategic importance. You have a strong ability to home in on key quantitative and qualitative concepts to develop value added recommendations for our clients. You are a big-picture thinker and grasp new concepts quickly.
You are a team player able to adapt quickly to new challenges and demonstrate a keen sense of initiative and resourcefulness. You are disciplined and constantly strive to deliver superior quality work. What You Will Do
- Manage projects related to the financial risk management field, pertaining mainly to credit risk management, credit risk model development, validation, and audit.
- Monitor simultaneously several mandates with tight deadlines.
- Coordinate the completion of a variety of risk management projects to add value.
- Review the analyses and deliverables produced by the execution team to ensure quality.
- Write detailed reports setting out the approach, observations and recommendations.
- Prepare proposals to meet clients' business needs.
- Make presentations to prospective clients and participate in conferences for business development purposes. What you bring to the role
- Extensive knowledge in credit risk management with 5-10 years of relevant work experience.
- Quantitative background (Master's or PhD in economics, statistics, mathematics, actuarial science or other relevant quantitative discipline).
- Advanced technical understanding of modelling techniques and their application in the banking industry, namely expert judgement models, survival analysis, classification and regression techniques, time series models, variable selection algorithms, etc.
- Experience in development and/or validation of internal rating system models (PD, LGD and EAD) for retail and wholesale portfolios.
- Experience in development and/or validation of models for regulatory capital, adjudication or behavioural scorecards, stress testing, provisions, etc.
- Knowledge of economic capital calculations, an asset.
- Knowledge of MS Office suite software, ability to work with datasets, and programming skills (SAS, SQL, Python, R, Matlab).
- Knowledge of financial institutions' regulatory environment, particularly guidelines and capital standards (Basel Accords), as well as relevant accounting standards (IFRS 9), an asset.
- Client focus and ability to understand client issues and propose value-added solutions.
- Ability to perform well under pressure, manage projects, resources, and budgets.
- Sense of initiative and strong organizational and priority management skills, ability to work independently.
- Excellent teamwork, coaching, leadership and relationship building skills.
- Ability to clearly structure and summarize a number of concepts and make compelling recommendations.
- Skilled at producing compelling presentations and reports.
- Excellent communication skills in English and French (both verbal and written). Keys to your success:
KPMG individuals Deliver Impact | Seek Growth | Inspire Trust
and understand that a diverse workforce enables us to deepen relationships and strengthen our business. Providing you with the support you need to be at your best
For more information about KPMG in Canada's Benefits and well-being, click here Our Values, The KPMG WayIntegrity
, we do what is right | Excellence
, we never stop learning and improving | Courage
, we think and act boldly | Together
, we respect each other and draw strength from our differences | For Better
, we do what matters
KPMG in Canada is a proud equal opportunities employer and we are committed to creating a respectful, inclusive and barrier-free workplace that allows all of our people to reach their full potential. A diverse workforce is key to our success and we believe in bringing your whole self to work. We welcome all qualified candidates to apply and hope you will choose KPMG in Canada as your employer of choice. For more information about Inclusion, Diversity & Equity in Recruitment, please click here .
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