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KPMG Spain is hiring a Senior Risk Consultant - Banking Credit Models

KPMG Spain is seeking a Senior Risk Consultant - Banking Credit Models to join its Financial Services Consulting practice. You will work primarily with leading banks and insurers, acting as a specialist to build client trust and deliver high-impact projects in a dynamic environment where specialization makes us a sector leader.

What You'll Do

  • Lead project tasks as a specialist.
  • Coordinate the work of more junior colleagues within the project.
  • Manage project delivery deadlines.
  • Participate in the development of internal analytical models for measurement and rating.
  • Design organizational structures.
  • Design strategic risk management models, processes, workflows, and policies.
  • Diagnose and design the strategy for technological and functional transformation.
  • Effectively implement new solutions, such as RPA, OCR, NLP, and AI.
  • Develop advanced analytics environments and information management systems.
  • Design monitoring models and interactive dashboards.

What We're Looking For

  • University Degree in Engineering, Business Administration (ADE), or Economics.
  • Minimum 2-3 years of professional experience in financial/risk consulting or auditing for banking companies.
  • Experience in building or validating IRB models.
  • Experience in credit, market, and operational risk management.
  • Knowledge of the regulatory reporting framework derived from CRR-CRD-IV.
  • A high level of English (Minimum C1).

Nice to Have

  • Valuable experience in model, reputational, sustainability, and liquidity risk management.
  • Prior experience in areas related to innovation and development in strategic and analytical management of risk, financial, technological, or business processes.
  • Programming knowledge (SAS, SQL, and other languages like R or Python).

Technical Stack

  • SAS, SQL, R, Python, RPA, OCR, NLP, AI

Team & Environment

You will work in multidisciplinary teams combining technical (STEM) and functional profiles. Project teams range from 2 members to 15-20 people, sometimes with members from different departments and geographies.

Work Mode

This position is onsite.

KPMG is an equal opportunity employer.

Required Skills
SASSQLRPythonRPAOCRNLPAIIRB ModelsCredit RiskMarket RiskOperational RiskRegulatory ReportingCRR-CRD-IV SASSQLRPythonRPAOCRNLPAIIRB ModelsCredit RiskMarket RiskOperational RiskRegulatory ReportingCRR-CRD-IV
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About company
KPMG Spain
KPMG is a global network of professional firms providing Audit, Tax and Advisory services.
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Job Details
Department Data and Analytics
Category data
Posted 5 months ago