Financial Risk Management Consultant

Job Title

Financial Risk Management Consultant

Country

Georgia

Location

Tbilisi

Business Unit

Advisory

Job Level

Consultant

Full Time / Part Time

Full Time

Apply by

October 25th,  2024  

About us

KPMG is a global network of professional firms providing Audit, Tax and Advisory services. KPMG firms operate in 143 countries and territories, collectively employing more than 270,000 people, serving the needs of business, governments, public-sector agencies, not-for-profits, and the capital markets.

KPMG is committed to quality and service excellence in all that we do, bringing our best to clients and earning the public's trust through our actions and behaviors both professionally and personally.

What You Will be Working on:

  • Develop and evaluate risk strategies, frameworks, and policies.
  • Assess Credit Risk and IFRS 9, including custom rating models and validation of ECL models (PD, LGD, EAD, FLI).
  • Conduct compliance assessments for NBG, Basel, and IFRS requirements.
  • Develop and review ALM, FTP, and Liquidity Risk models, including policies, profitability analysis, and treasury operations.
  • Assess and manage Interest Rate Risk in the Banking Book, focusing on risk identification and mitigation.
  • Oversee capital planning and Pillar II processes, including ICAAP, risk scorecards, and stress testing.
  • Develop RAROC and Risk-Based Pricing models.

Interested?

To apply for the vacancy please submit your CV to hr-tbilisi@kpmg.com indicating the name of the vacancy in the subject of the letter. Only short-listed candidates will be contacted.

Disclaimer:

Hereby, by applying to this position, you give your express and unambiguous consent to "KPMG Georgia" LLC to the processing (including receipt from you and/or from any third parties), collection, classification, accumulation, storage, revision (update, change), use, distribution (including transfer), blocking, destruction, cross-border transfer to foreign countries and also the performance of any other actions with your Personal Data, in accordance with the current Georgian legislation.