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This job expired on 21/09/2026. It no longer accepts applications.
Credit Risk Consultant – Model Development & Validation
KPMG India · Mumbai
Job description
About the role
We are looking for a Credit Risk Consultant to join KPMG’s Financial Risk Management team in India. The role focuses on developing and validating credit risk models, including ECL, IRB and IFRS 9 components, for a variety of banking portfolios.
Key responsibilities
- Design and build regulatory‑compliant models for Expected Credit Loss (ECL) computation.
- Develop, validate and calibrate scoring, PD, LGD and EAD models.
- Conduct stress‑testing exercises incorporating macro‑economic scenarios.
- Review and formulate credit risk policies related to ECL, capital calculation and stress testing.
- Perform gap analysis and benchmark methodologies against Basel, IFRS 9, CECL and other guidelines.
Required profile
- Bachelor’s or master’s degree in Finance, Economics, Statistics, Quantitative Finance or a related field.
- 2‑6 years of experience in model development, validation or monitoring within banks, NBFCs or consulting firms.
- Professional certifications such as CA, FRM or CFA are a plus.
- Strong analytical, communication and problem‑solving abilities.
Required skills
- SAS
- R
- Python
- SQL
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KPMG India
Mumbai
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