Senior Consultant in FRM, Consulting

Are you interested in joining a dynamic team within a successful business? Got skills in credit risk assessment, financial analysis, or risk management? Ready to push your career to the next level? If yes, then this may be the role for you!

We're currently seeking a Senior Consultant to join our Financial Risk Management Group in Astana/Almaty, who is eager to expand their expertise in credit risk and risk management. In this role, you’ll assess and develop risk methodologies, review capital adequacy frameworks, and implement IFRS standards for leading financial institutions.

If you have what it takes to be our new Senior Consultant, have a closer look at this job opening.

Work to perform includes but is not limited to:

• Core specialist / leader in development and validation of Credit Risk Models: Customized Rating and Scoring Models; ECL (PD, LGD, EAD, FLI) models, collection models
• Formation of methodological documents in the field of credit risk assessment (ECL methodology, methodology for model development and validation)
• Preparation of analytical/validation reports on the effectiveness of credit models and credit process in general
• Perform audit activities including credit risk assessments, audit planning, audit testing, control evaluation, report drafting, follow up and verify issue closure and complete work paper documentation in accordance with audit requirements.
• Collaborate with audit colleagues, clients and the control community members to evaluate, test and report on the adequacy and effectiveness of audit.
• Project management in the field of credit risk assessment and management: organizing effective team interactions with the client, resolving key methodological issues
• Leadership in analyzing large datasets to identify patterns and dependencies in data, defining a strategic approach to data analysis
• Assessment and development of Risk strategies, framework and policies
• Assessment of Compliance with Regulatory Requirements: Central Bank/Basel/IFRS compliance
• Assessment and development of ALM, FTP and Liquidity Risk methodologies and models
• Developing relationships with clients, identifying strategic points of interaction

•  University degree (preferably in Mathematics, Economics, Finance, Physics)
• Skills of working with large data sets, ability to calculate and analyze, work with econometric models
• Background in risk management/internal audit in Bank (work or education), banking or consulting experience
• Knowledge and experience in Excel (with VBA) or R statistics or Python
  Experience in automating statistical calculations, data processing, and model building.
• Have a solid working knowledge of English (Upper-Intermediate or higher)
• Problem solving skills, strong project management skills, including coordinating with senior management
    Strong presentation and interpersonal skills, written and verbal communication skills
• Good skills in report writing, presentations preparation
• Knowledge of Basel regulations, IFRS 9 and banking regulatory requirements regarding credit risk assessment
• Readiness for business trips

• An international corporate culture in which personal growth, mutual trust and lifelong learning are being fostered.
• A team of passionate colleagues to reach higher goals and support each other.
• Continuous development and professional growth with a clear career path, opportunities for professional certifications, and a comprehensive range of soft skills development topics to meet your personal needs and ambitions.
• “Together” is one of our KPMG-values, so you can count on a wide range of social activities like team buildings, get-togethers & sport initiatives together with your colleagues.
• A competitive and attractive compensation package with comprehensive benefits like extended vacation days, sick leaves without medical certificate, health and life insurances and many more.
• An inclusive workspace that encourages diversity and pursues mutual respect for each other’s beliefs and backgrounds.
• A flexible, hybrid working schedule where employees can work on different locations: at home, at the office, or at a client’s site.