Junior - Credit Risk Modeling | Milan

Junior – Credit Risk Modeling| 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 Credit Risk Modeling projects, for top-tier clients in the Financial Services sector.

Specifically, you will be tasked with:

• developing models for the quantification of the main credit risk parameters (PD, LGD and EAD) for management and regulatory purposes, in line with Basel regulations;
• assisting clients with stress test;
• contributing to the inclusion of ESG topics in risk measurement;
• measurement of financial instruments (fixed income, securitisation and derivatives);
• implementing pricing models for complex financial instruments (e.g., CLN, ABS, securitisation and CMS);
• restructuring of derivative portfolios and development of the related financial models.

Come As You Are - Your skills and characteristics

This is the perfect opportunity if you have:

• a specialist degree (graduate or nearing completion) in business, statistics, engineering, mathematics or any other quantitative faculty;
• knowledge of programming software and languages (Python, SAS, R, Matlab and Stata);
• excellent knowledge of Italian and English, preferably with study and/or work experience abroad;
• excellent problem-solving skills and an innate ability to take initiative;
• good interpersonal and teamwork skills.

Your Future With Us - What you’ll find at KPMG

• An inclusive and equitable work environment that respects, encourages and values diversity.
• A challenging and dynamic environment that encourages creativity and teamwork.
• Hybrid work arrangements to promote a healthy work-life balance.
• Advanced training and development programmes to stay current.
• International mindset and innovative projects.
• Initiatives focused on mental and physical well-being.

Together for Better – Our values and commitment

Leadership, teamwork, respect every individual, continuous learning, transparency, commitment to the community and integrity. These are the KPMG values that create an environment that encourages the sharing of ideas and knowledge, so our professionals can achieve their full potential.

As a result of our commitment to fostering an inclusive work environment, our Network has obtained ISO 30415 certification, which certifies compliance of the Diversity and Inclusion Management System, and UNI PdR 125, which certifies gender equality. Within our Impact Plan - Our Impact Plan (kpmg.com) - you will find summarised all the concrete actions we are taking on environmental, social and governance (ESG) issues.  

Join us!

Your data will be processed in full compliance with the provisions of Regulation (EU) no. 679/2016 (General Data Protection Regulation - “GDPR”), as amended. For more information, please see KPMG’s privacy policy.

KPMG Advisory S.p.A. is an equal opportunity employer.

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