компания "kpmg" 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. requirements: higher education in mathematics (preferred), economics or technical; skills of working with large data sets, ability to calculate and analyze, statistical indicators and econometric models; skills in excel with vba, as well as r, sas, mathlab, etc. responsibilities: assessment and development of a quantitative methodology for assessing financial risks; modeling in sas, r (pd, lgd models, stress testing); review and development of a risk management system for clients; ensure compliance with current and expected regulatory requirements and standards, including basel ii/iii, solvency ii, ifrs 9, etc. implementation and optimization of approaches to economic capital management, including risk measurement/aggregation, risk-based pricing, risk-based performance measurement, capital allocation, raroc; development of plans to restore financial stability ("self-recovery"); analysis of the loan portfolio and preparation of practical recommendations on managing the loan portfolio.
Адрес
Казахстан Алматы