Freelancer - FS Risk Consulting - Credit and Market Risk
Responsibilities & Profile
Your contribution to KPMG
- Conceptual support for model development
- Model performance testing and model implementation
- Writing of model documentation (or uplifting of existing documentation) in line with clients' model development standards
Modelling areas include: Credit risk (A-IRB, stress testing), IFRS 9, Counterparty credit risk, Market risk (RNIV)
This is what makes you successful
- Master or PhD in a quantitative discipline (e.g. Mathematics, Physics or quantitative Finance)
- 2-5 years of experience in banking risk analytics / modelling team (preferred) or in a consulting firm focusing on quantitative risk management
- Experience in model development and/or model validation
- Coding experience in Python or R and SQL as well as excellent knowledge of the MS Office suite
- Business-fluent in English with German also beneficial
Clarity on KPMG Switzerland
Your advantages at KPMG
Empowered to lead
Responsibility from day one. That’s how we empower tomorrow’s business leaders at KPMG. You value your independence – and so do we. We cultivate an environment where you can unfold your potential.
Your personal skillset
From digital learning to external programs, personal development comes in many shapes and forms at KPMG. Share our passion for learning and cultivate future and digital skills that will last a lifetime. Even better: benefit from our contribution to the cost of qualifying in your field.
Inspired to innovate
As part of KPMG, you join other highly qualified and motivated professionals in an inspiring entrepreneurial environment. A clear mindset and strong opinions are not only encouraged at KPMG, but expected. When it comes to ideas, quality beats hierarchy.
KPMG thrives – and depends – on agility and change. Help shape the next generation of business with your open mindset and entrepreneurial spirit. We constantly create room for your ideas to unfold.
Choose your path
KPMG career paths are as diverse as our people. Thrive in our culture of collaboration, mentoring and mobility opportunities. As your interests and skills evolve, personal development talks guide you to the next level.
You expect fair compensation and certified equal pay. At KPMG, that’s what you get. Our inclusive culture makes space for unconventional ideas and new ways of working. New mothers and fathers benefit from our generous packages.
Connections that count
With our culture of collaboration, you'll automatically develop valuable and lasting links to colleagues and clients. Strengthen crucial connections further at in-house and external networking and social events.
Local office training, daily exchange with experts and exam support from people who've been there - little extras make a big difference in kick-starting your career at KPMG.
Ancillary benefits may apply to certain positions (e.g. fixed-contract positions).
Your salary in this position will be in line with industry standards and will depend on your professional experience and education. During the recruitment process we will negotiate your salary with you according to our guidelines. Any salary ranges published on external platforms for this position have not been agreed with KPMG and do not apply.
KPMG as an employer
Your future team
Christos MakridisHuman Resources
+41 58 249 26 30
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