Junior - Credit Risk Modelling| Milan

KPMG, Milan, Italy
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Junior - Credit Risk Modelling| Milan

14 lug 2026

Junior – Credit Risk Modelling| Milan

 

The chance to build a better future is right in front of you

 

Do Work That Matters - Your role and responsibilities

Do you want to pursue a profession that is truly meaningful and impactful? At KPMG, you will have the opportunity to help clients, the company and colleagues address and solve the most current and complex challenges. KPMG Advisory offers consulting services to companies to assist them in business model transformation, process improvement and digitisation, risk analysis and management, and support in extraordinary finance transactions. When you join the Financial Risk team in Milan*,* you are going to work on Credit Risk Modelling projects, for top-tier clients in the Financial Services sector.

Specifically, you will be tasked with:

 

  • developing models for the quantification of the main credit risk parameters (PD, LGD and EAD) for management and regulatory purposes, in line with Basel regulations;
  • assisting clients with stress test;
  • contributing to the inclusion of ESG topics in risk measurement;
  • measurement of financial instruments (fixed income, securitisation and derivatives);
  • implementing pricing models for complex financial instruments (e.g., CLN, ABS, securitisation and CMS);
  • restructuring of derivative portfolios and development of the related financial models.

 

Come As You Are - Your skills and characteristics

 

This is the perfect opportunity if you have:

 

  • a specialist degree (graduate or nearing completion) in business, statistics, engineering, mathematics or any other quantitative faculty;
  • knowledge of programming software and languages (Python, SAS, R, Matlab and Stata);
  • excellent knowledge of Italian and English, preferably with study and/or work experience abroad;
  • excellent problem-solving skills and an innate ability to take initiative;
  • good interpersonal and teamwork skills.

 

Your Future With Us - What you’ll find at KPMG

  • An inclusive and equitable work environment that respects, encourages and values diversity.
  • A challenging and dynamic environment that encourages creativity and teamwork.
  • Hybrid work arrangements to promote a healthy work-life balance.
  • Advanced training and development programmes to stay current.
  • International mindset and innovative projects.
  • Initiatives focused on mental and physical well-being.

 

Standard employment contract under the collective labour agreement for the commerce sector, with a gross annual salary of €29,000. The salary is determined on the basis of objective criteria, including educational qualifications and an assessment of the candidate’s profile against the requirements of the role.
In accordance with applicable legislation, we do not collect or use information relating to remuneration received in current or previous employment. Our selection procedures are based on objective and gender-neutral criteria. 

Together for Better – Our values and commitment

Leadership, teamwork, respect every individual, continuous learning, transparency, commitment to the community and integrity. These are the KPMG values that create an environment that encourages the sharing of ideas and knowledge, so our professionals can achieve their full potential.

As a result of our commitment to fostering an inclusive work environment, our Network complies with the standards of the ISO 30415 requirements, on the Diversity and Inclusion Management System, and UNI PdR 125, relating to gender equality”. Within our Impact Plan - Our Impact Plan (kpmg.com) - you will find summarised all the concrete actions we are taking on environmental, social and governance (ESG) issues.  

 

Join us!

KPMG Advisory S.p.A. is an equal opportunity employer.

 

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