Freelancer – Quantitative Risk Consultant

You will support KPMG's Quantitative Risk and Model Risk Management team on advisory and regulatory projects related to model validation and model development, including AI/ML models. The role contributes to ensuring robust, compliant and transparent use of quantitative models in banking. Your contribution to KPMG

• Support client engagements in model risk management
• Contribute to model validation activities for statistical, quantitative and AI/ML models
• Support model development projects, including documentation and testing
• Assess model governance, performance and regulatory compliance
• Prepare analyses and client ready documentation
• Collaborate with quantitative experts and project leads across risk and regulatory engagements

• University degree in quantitative fields (e.g. mathematics, statistics, data science, engineering, finance)
• Several years of experience in model validation, model development or quantitative risk
• Experience with AI / machine learning models is an advantage
• Familiarity with model risk governance and regulatory expectations in banking
• Strong analytical and coding skills (e.g. Python, R, SAS or similar)
• Very good communication skills;
  English and German are mandatory;
  French is an asset