FRM Credit Risk Director/Senior Manager 

KPMG is a global network of professional firms providing Audit, Tax and Advisory services. With 150,000 people operating in 155 countries around the world, we have outstanding professionals working together to provide value to local and global organizations.

 

We invite highly motivated, dynamic professionals to join our Financial Risk Management (FRM) practice. As a Management Consultant, you will be working with clients within Banking and Commodity companies to provide Finance & Risk Management services.

 

The KPMG’s FRM Advisory practice is one of the leading providers of risk based solutions to organizations in the region. We create value for our clients by recommending improvements to their strategies, processes and people within the backdrop of good corporate governance. KPMG Indonesia is looking for a Credit Risk Director/ Senior Manager in the Financial Risk Management team.


The role involves:

 

  • Review and development of the credit risk models, provisioning, credit processes, systems and governance structures. This may also include application and behavioral scorecards, PD, LGD, impairment to calculate loan loss provisions and stress testing models. 
  • Review model governance to ensure that the credit risk models used are robust, reliable, effective and continue to be fit for purpose
  • Review/ development of credit risk strategy, risk appetite setting, design and implementation of exposure reports for credit risk monitoring and control requirements.
  • Delivering a holistic credit risk framework and an Integrated Risk Management framework and be able to influence decision makers.
  • Business generation, leading initiatives and at times contribution to whitepapers as a subject matter expert
  • Leading engagements and teams to ensure client needs are understood and met and delivery of robust and sound frameworks

 

The ideal candidate should:

 

  • Have a background in Credit Risk Management from a Financial Institution or consulting in the space. Exposures to collateral, pricing, exposure calculation engines, stress testing etc.  and familiarity with Basel II/ III requirements with at least 12 years of relevant experience for a Director and 9 years for a Senior Manager .
  • Possess a solid understanding of how a Credit Risk / Market Risk department covering key processes, people and data and key issues faced and actions being taken by the banks to address those issues.
  • Have a sound knowledge of Basel II and Base III accords and related areas 
  • Understand credit risk models and processes and be able to advise on the Advance method in relation to LGD, PD and EAD models.
  • Have the ability to deliver to an Integrated Risk Management framework 
  • Have excellent understanding of complex change initiatives in the global financial services industry. 
  • Have a deep knowledge of local and global financial markets. 
  • Have a good understanding of derivatives and structured products. 
  • Have a credible working at a senior level with a proven track record of successful delivery of change initiatives in the Credit Risk area. This is a client focused role, therefore excellent communication skills are essential as is the ability to work under little supervision. You need to be delivery focused.
  • Be responsible for business generation and leading engagements 
  • Have a strong ability to map client business requirements and convert the same to a viable business proposition. 
  • Have a solid CV with outstanding academics, numeracy, IT literacy and communication skills. 
  • Be willing to travel within the ASEAN region for project execution is essential.

 

Please send your resume to careers@kpmg.co.id and stating FRM – Credit Risk Director/Senior Manager as your email subject. All applications will be held in strict confidence.

 

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