Senior – Risk Governance | Milan

The chance to build a better future is right in front of you
Do Work That Matters - Your role and responsibilities
Do you want to pursue a profession that is truly meaningful and impactful? At KPMG, you will have the opportunity to help clients, the company and colleagues address and solve the most current and complex challenges. KPMG Advisory offers consulting services to companies to assist them in business model transformation, process improvement and digitisation, risk analysis and management, and support in extraordinary finance transactions. When you join the Financial Risk team in Milan , you are going to work on Risk Governance projects for top-tier clients in the Financial Services sector.
Specifically, you will be tasked with:
- Design, implementation and ongoing enhancement of Risk Appetite Frameworks (RAF), including risk appetite statements, KPI/KRI definition, limit and threshold setting, escalation processes, governance arrangements, reporting and alignment with business strategy and capital planning;
- End-to-end ICAAP management,



including risk identification and materiality assessment, development of risk taxonomy, Pillar 2 risk multi year projection (Economic Capital and Risk-Weighted Assets) and capital multi year projection, capital adequacy assessment, multi-year capital planning and risk management processes integration;
- Development and execution of stress testing frameworks, including ICAAP stress tests, reverse stress tests, sensitivity analyses and scenario-based assessments to evaluate capital and liquidity resilience under adverse conditions;
- Regulatory stress testing activities, including supervisory exercises (EBA, ECB and national competent authorities), methodological design, data collection, model execution, challenge process, governance, management reporting and interaction with regulatory stakeholders.

Skills
Come As You Are - Your skills and characteristics
This is the perfect opportunity for

📌 Senior - Risk Governance | MI (Italia)
🏢 Kpmg Italy
📍 Italia