Senior Consultant - Credit Risk Modelling 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 Credit Risk Modelling projects for top-tier clients in the energy & utilities sector.



As part of the KPMG Credit Risk Modelling team in Milan, you will be responsible for strategic projects. In particular, you will be tasked with:

- quantitative analysis using statistical techniques;
- credit risk management based on quantitative aspects:
- development/internal validation of credit risk models under Basel pillar I (PD, LGD, EAD);
- development/internal validation of models under Basel pillar II (economic capital/stress testing);
- database analysis (descriptive statistics – i.e. distribution analysis, mean, variance, etc.);
- development of statistical models (i.e. in

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