Senior Consultant (Credit Risk), Financial Risk Management group, Consulting department

What we do

KPMG is a global network of professional services firms. Across 143 countries and territories, 265 000 KPMG people provide Audit, Tax and Advisory services to a huge range of clients, from leading brands to public bodies, global multi-nationals and local businesses.

Our Financial Risk Management practice focuses on providing key Financial Services industry players with solutions that help business adjust to rapidly changing regulatory and market conditions by implementation of new standards, automation of business and re-engineering of internal processes.

Now we are looking for Senior Consultant to join our FRM team in Almaty / Astana.

Responsibilities:

• Assessment and development of quantitative financial risk assessment methodologies
• Review and development of the client’s risk management system
• Basel capital adequacy framework planning and implementation
• Capital allocation methodology review and implementation
• Implementation of new reporting standards for major banks and corporations including transition to IFRS 9 and IFRS 17
• Reengineering of business processes

Requirements:

• Higher education (Mathematics, Economics or Technical)
• Minimum 2-3 years of experience in development and / or validation of credit risk assessment model (PD, LGD, EA) for banks and other financial institutions
• Experience in developing models for assessing the creditworthiness of borrowers, understanding the specifics of risks in all types of crediting
• Skills of working with large data sets, ability to calculate and analyze, statistical indicators and econometric models
• Experience in writing quality methodological documents
• Knowledge of Python
• Skills in Excel with VBA, as well as R, SAS, MATLAB, etc.
• Good working knowledge of English (at least Upper-Intermediate)
• Excellent communication and interpersonal skills to collaborate with diverse teams and stakeholders
• Ability to work in a dynamic and fast-paced environment

We offer:

• Full-time employment contract with high-quality benefits, including health and life insurance
• Comprehensive remuneration package, including annual bonus (based on KPI)
• 30 days of paid annual leave and an additional 5 sick leaves per year
• Working in a highly professional, stimulating ang challenging work environment for the company with strong position on the worldwide market
• A wide range of training and development programs, including access to LinkedIn Learning – a platform that offers a broad array of courses to enhance your skills and knowledge
• Prestigious BRAVO award for our most outstanding performers
• Generous referral program: refer a talented friend to join our team, and you can reap the rewards
• Comfortable office space, featuring a recreation room with board games and PS5, a shower, and a coffee machine
• Flexible lunchtime hours from 12:00 to 15:00
• Coverage of taxi expenses for work outside the office locations
• Exclusive privilege program, offering unique discounts from our partners (restaurants, hotels, fitness centers, stores, online learning platforms, and more)
• High-level corporate events, fostering connections and providing opportunities for personal and career growth