Assistant Manager/Manager - Risk Analytics

KPMG is one of the most trusted and respected global professional services firms. Through depth of expertise, clarity of insight and strength of purpose we help our clients solve complex problems, steer change, strengthen, transition and grow. We are looking for talented people who share our purpose of inspiring confidence and empowering change for our clients, our people and our communities.The Consulting division of KPMG is a significant supplier of advisory and consulting services across New Zealand. Our consultants combine extensive knowledge of a wide variety of businesses and sectors to provide clients with a service that adds recognised value. Our service offering and client portfolio provide an exciting and challenging environment.

The opportunity:

• Due to significant demand for our services, we are looking for an Assistant Manager / Manager to support this exciting period of growth for our team. In addition to bringing your own experience and insight, you will have the opportunity to broaden your expertise and profile through a range of interesting projects and with a wide set of clients across the financial sector.
• This role will see you work with a diverse and exciting portfolio of clients in areas such as financial and risk modelling, model reviews, forecasting, banking prudential requirements, business development and client relations.

Day to day you will:

• Develop new and innovative models to inform analysis, decision-making and reporting.
• Design/build/modify/review financial risk models across all sectors provided.
• Design, develop, review and benchmark policies, procedures, systems, tools and organisational structure required to support the risk management framework.
• Risk grading frameworks, pricing and capital allocation models, and provisioning processes and models for retail and wholesale portfolios.
• Compliance with regulatory and statutory requirements such as the RBNZ prudential standards (or equivalent), accounting standards and national consumer credit protection act.
• Build strong client relationships and assist with business development including taking new propositions to the market and pitching for new work.

What you'll bring to the team:

• A quantitative degree and/or equivalent experience e.g. Finance, Statistics, Economics, Business Analytics, Analytics, or Mathematics.
• Strong financial and risk modelling skills – experience in SAS, SQL, R, and/or Excel.
• Good understanding of data models and lineage.
• Experience with visualisation tools such as Power Bi or Tableau would be advantageous but not required.
• Previous experience in credit risk modelling under IFRS9 or Basel framework, either in a bank or consulting firm, would be beneficial.
• Involvement in consumer lending processes and product-related initiatives within Financial Services would also be a plus.
• Have the ability to communicate complex data simply.
• Ability to work and learn quickly in a fast-paced, fun and dynamic environment.
• Work as part of an effective team and use relationship-building skills.
• Positive and flexible attitude and an enthusiasm to embrace growth opportunities to gain experience.

Life at KPMG We offer rewarding careers to talented individuals and a range of benefits to help provide holistic support for your work life, whatever your circumstance. As a KPMG employee, we will offer you:—   An array of health and wellness benefits such as free flu jabs, subsidised sporting events, access to EAP, additional leave to support you if you are diagnosed with COVID-19, access to e-bikes and other facilities. You will also have access to our Wellbeing@KPMG portal which has an extensive array of health and wellness advice.   —   Hybrid Working – a mix of working in the office and at home to enhance your work/life balance—   Flexible leave options, including the ability to purchase additional annual leave—   Access to ‘Whanau@KPMG’ – 18 weeks’ paid flexible leave for all new parents - primary and secondary carers—   Unlimited access to digital accreditations through our partnership with Microsoft, LinkedIn Learning, with bespoke learning pathways for all employees.—   Corporate discounts on a range of lifestyle goods and services.—   Opportunity to join any of our Inclusion, Diversity and Equity networks as a participant and ally.—   Opportunity to join our Social club and enjoy activities such as cooking classes, painting, quiz nights and more.—   Time off for volunteering. —   Eligibility to our annual bonus plan. —   Opportunities for local and international secondments.  We believe that diversity of background and experience strengthens relationships and delivers meaningful benefits to our people, clients and communities. Our goal is to be recognised as an employer of choice for all, irrespective of gender, ethnicity, generation, flexible work status, family circumstances, sexual orientation or disability. Further info can be found on our website We are a 2022 Circle Back Initiative Employer – we commit to respond to every applicant.