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CRA Assistant Manager London

KPMG-UnitedKingdom

Full Time London 70800 - 83534 GBP ANNUAL Today

Job description

Job description

A Credit Risk Modelling Assistant Manager is a technical specialist role supporting the external audit of credit risk models (IFRS9, CECL, etc). As a technical specialist, we would expect the candidate to be able to:

Critically assess appropriate model documentation against the requirements of the accounting standard and industry practice.
Independently reperform the procedures and tests detailed within the documentation in (1) using the appropriate software packages
Document the work done in (1) and (2) in a clear and succinct manner

Responsible for conducting assessments of client model documentation (e.g. model development, validation, monitoring documentation) against the requirements of the accounting standard as well as industry practice;

Being able to annotate code produced by an audited entity and reconcile code functionality/ variables back to documentation;
Being able to reperform the output of an audited entity's code by rerunning it in the appropriate software package;
Being able to reperform the output of an audited entity's code using code developed independently from an entity's documentation using an appropriate software package;
Being able to determine independent estimates of a model's output using KPMG assumptions.
The documentation of (1-5) in a clear and succinct manner
The ability to organise and execute workstreams for the delivery of (1-6)
Management and training of more junior resources on an engagement

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