Senior Credit Risk Consultant

Responsibilities

• Support financial, risk, and strategy departments on regulatory compliance projects (e.g., Basel IV, IFRS9, NPL).
• Assist in the implementation and review of Enterprise Risk Management (ERM) frameworks, including risk appetite and indicators.
• Drive the transformation of risk management processes, including credit granting, monitoring, and recovery.
• Implement capital and liquidity management systems (ICAAP/ILAAP) and Recovery Plans.
• Support internal and regulatory stress testing exercises, including climate-related stress tests.
• Implement and review regulatory risk models (PD, LGD, EAD, IFRS9).
• Integrate ESG considerations into existing risk management processes.
• Supervise junior consultants and contribute to the development of commercial offers and client relationships.

Requirements

• Master's degree from a top-tier engineering or business school, specializing in Risk Management, Finance, or Financial Modeling.
• Minimum of 3 years of professional experience in risk management or banking consulting.
• Strong knowledge of banking regulations and expectations from regulators such as BCE, EBA, and ACPR.
• Proficiency in programming languages for model design and implementation, such as Python, R, SAS, C#, or C++.

About the Company

KPMG is a leading multidisciplinary firm in France, providing excellence across Audit, Advisory, Tax, and Legal services. With a presence in 140 countries, we work with a diverse range of clients, from CAC 40 companies to mid-cap enterprises, to help them navigate innovation and transformation.