Roles & Responsibilities

Consulting on risk processes and risk management in banks, including regulatory advisory services based on EU and national regulations (e.g., CRR, EBA Guidelines…) and support in calculating regulatory capital requirements.
Development, validation, and enhancement of risk, ESG, and climate risk models as well as scenario and stress testing frameworks, covering methodology, implementation, model review, business analysis, software development, testing, release management, and remediation of findings.
Integration of emerging and geopolitical risk factors into existing risk frameworks, including identification of key drivers, development of assessment methodologies, design of risk indicators, and incorporation into ICAAP/ILAAP, risk inventories, and strategic risk processes.
Design and execution of geopolitical and emerging risk related scenario analyses and stress tests, addressing geopolitical tensions, supply chain vulnerabilities, technological disruptions, and macro financial spillover effects.
Development and refinement of (CRD-/risk based)



transition plans aligned with sustainability/ESG targets and regulatory expectations, including integration of geopolitical and macroeconomic impacts.
Execution of data analyses to support risk assessments, strategic planning, and ESG related topics, such as emissions calculations and preparation of scenario datasets.
Analysis of geopolitical developments, sanctions regimes, country and counterparty risk, and regulatory fragmentation, including assessment of implications for portfolios, business models, and supply chains.
Automation and optimization of data processing workflows, leveraging contemporary tools to enhance efficiency and accuracy in risk and ESG reporting as well as establishing robust data architectures for emerging risk monitoring.
Development of early warning indicators (EWIs) for emerging and geopolitical risks, combining external intelligence, quantitative metrics, and qualitative expert j

📌 Consultant - Climate risk (Mumbai)
🏢 KPMG India
📍 Mumbai