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AD - M&V - UK at KPMG India

Bangalore, karnataka, India -

Full Time

Start Date

Immediate

Expiry Date

31 May, 26

Salary

0.0

Posted On

02 Mar, 26

Experience

10 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Model Development, Model Monitoring, Recalibration, Model Tuning, Credit Loss Forecasting, IFRS9, IRB, CECL, CCAR, PD/EAD/LGD, SAS, R, Python, Underwriting Scorecard, Credit Scoring, Behavioral Models

Industry

Business Consulting and Services

Description

> •First line of defense, including Model Development/monitoring, recalibration, > model tuning, primarily for one or more credit loss forecasting models in > either retail or wholesale domain primarily for IFRS9/IRB/CECL/CCAR models > including PD/EAD/LGD component models. > •Development process involves understanding of the relevant regulatory > requirements, development document, testing and benchmarking as well as > development of challenger models using SAS, R or Python and report writing. > •Assist first line of defense, including Model Development/monitoring, > recalibration, model tuning in Underwriting scorecard, Credit Scoring, > behavioral models, economic scenario models or automation activities related > to modeling when required > •Model Development including assessing conceptual soundness, critical > assessment of the, designing to evaluate the model’s predictive power and its > robustness uncertainty through the development and use of alternative > benchmark models and compliance assessment against the relevant regulatory > standards > •Proactively work with seniors, AM and Managers for key deliverables in line > with Project requirement > •Responsible for key deliverables and engage with Partners/Directors to > understand the project scope, business requirements and work with onshore and > offshore teams to do successful delivery > •Advising non audit clients on the impact of changing requirements in > provision accounting standards (IFRS9) and helping clients develop or build > credit risk measurement models.

Responsibilities

The role involves acting as the first line of defense for credit loss forecasting models (IFRS9/IRB/CECL/CCAR), covering development, monitoring, recalibration, and tuning using SAS, R, or Python. Responsibilities also include assessing conceptual soundness, benchmarking models, and advising non-audit clients on provision accounting standards.