Consultant, Credit Risk Management

Overview
At KPMG, you’ll join a team of diverse and dedicated problem solvers, connected by a common cause: turning insight into opportunity for clients and communities around the world.

Our Financial Risk Management practice is looking for a Consultant with a quantitative modelling profile to join our team in the Montreal office.

You will be involved in a variety of projects with clients exclusively in the financial services industry, including major Canadian banks, credit unions, Crown corporations, as well as pension funds and asset managers. You will work closely with the Partner in charge of the Financial Risk Management practice on advisory projects in financial modelling/validation and will contribute to business development.

What you will do

• Engage in projects related to the financial risk management field, pertaining mainly to credit risk management, credit risk model development, validation, and audit.
• Perform quantitative and qualitative analysis to support project delivery.
• Write detailed reports setting out the approach, observations and recommendations.
• Support to prepare proposals to meet clients’ business needs.
• Support to make presentations to prospective clients and conferences for business development purposes.
• Interact effectively with team members and clients (internal and external).
• Communicate analysis results in a clear and concise manner to relevant stakeholders.

What you bring to the role

• Quantitative background (graduate diploma in economics, statistics, mathematics, actuarial science or other relevant quantitative discipline).
• Experience of modelling techniques and their application in the banking industry, namely expert judgement models, survival analysis, classification and regression techniques, time series models, variable selection algorithms, etc.
• Experience in development and/or validation of models for credit risk related models, including AIRB models, economic capital, credit adjudication and/or behavioural scorecards, stress testing, provisions, etc.
• Knowledge of MS Office suite software, ability to work with datasets (SQL), and proficiency with at least one programming language (SAS, Python, R, Matlab).
• Knowledge of financial institutions’ regulatory environment, particularly OSFI guidelines and capital standards (Basel guidelines), as well as relevant accounting standards (IFRS 9), an asset.
• Strong analytical and problem-solving skills.
• Client focus and ability to understand client issues.
• Demonstrated ability to learn and succeed in a fast-paced and multi-tasked environment.
• Excellent teamwork and relationship building skills.
• Ability to clearly structure and summarize a number of concepts and make compelling recommendations.
• Skilled at producing compelling presentations and reports.
• Excellent communication skills (both verbal and written)

Our Values, The KPMG Way
Integrity, we do what is right | Excellence, we never stop learning and improving | Courage, we think and act boldly | Together, we respect each other and draw strength from our differences | For Better, we do what matters

KPMG in Canada is a proud equal opportunities employer and we are committed to creating a respectful, inclusive and barrier-free workplace that allows all of our people to reach their full potential. A diverse workforce is key to our success and we believe in bringing your whole self to work. We welcome all qualified candidates to apply and hope you will choose KPMG in Canada as your employer of choice. For more information about Inclusion, Diversity & Equity in Recruitment, please click here .

Adjustments and accommodations throughout the recruitment process
At KPMG, we strive for an inclusive recruitment process that allows all candidates to Come As You Are and Thrive with Us. We aim to provide a positive experience and are ready to offer adjustments or accommodations to help you perform at your best. Adjustments (an informal request), i.e. extra preparation time or the option for micro breaks during interviews, and accommodations (a formal request), i.e. accessible communication supports or technology aids are tailored to individual needs and role requirements.

To begin a confidential conversation about adjustments or accommodations at any point throughout the recruitment process, we encourage you to contact KPMG’s Employee Relations Service team for support by emailing cdnersteam@kpmg.ca or by calling 1-888-466-4778, Option 3.

For information about accessible employment at KPMG, please visit our accessibility page .