You will support KPMG's Quantitative Risk and Model Risk Management team on advisory and regulatory projects related to model validation and model development, including AI/ML models. The role contributes to ensuring robust, compliant and transparent use of quantitative models in banking.
Your contribution to KPMG
• Support client engagements in model risk management
• Contribute to model validation activities for statistical, quantitative and AI/ML models
• Support model development projects, including documentation and testing
• Assess model governance, performance and regulatory compliance
• Prepare analyses and client ready documentation
• Collaborate with quantitative experts and project leads across risk and regulatory engagements
This is what makes you successful
• University degree in quantitative fields (e.g. mathematics, statistics, data science, engineering, finance)
• Several years of experience in model validation, model development ...