pSpecialista Senior / Project Manager /ppIn this role, you will work within KPMG's Credit Risk Modelling team in Milan on projects for energy and utilities clients.
You will perform quantitative analysis and develop or validate credit risk models under Basel pillar I and II, plus related data analysis and statistical modeling.
You will collaborate with cross-functional teams to deliver risk management improvements and stress testing capabilities.
This opportunity combines technical rigor with client impact, in a dynamic, inclusive environment and hybrid work setup.
/pulliadvanced training and development programmes /liliinclusive and equitable work environment /liliinternational mindset and projects /lilifocus on credit risk management informed by quantitative methods /lilidevelop/internal validation of Basel pillar I credit risk models (PD, LGD, EAD)



/lilidevelop/internal validation of Basel pillar II models (economic capital and stress testing) /liliconduct database analysis and descriptive statistics /lilibuild statistical models using methods such as regression and discriminant analysis /lilithree to four years of credit risk management experience /liliexperience in IFRS9 modelling and/or credit risk stress testing /lilimaster's degree or PhD in a related quantitative field /liliproficiency in English; international study/work preferred /lilistrong MS Office skills and knowledge of SAS, STATA, E-Views, R, Matlab and/or programming languages (C++, SQL, VBA) /li /ulIn this role, you will work within KPMG's Credit Risk Modelling team in Milan on projects for energy and utilities clients.
You will perform... #J-*****-Ljbffr

📌 Senior Consultant - Credit Risk Modelling (Milano)
🏢 Experteer Italy
📍 Milano