Risk Modelling Senior Consultant

PwC Romania

Bucharest, Romania
Ifrs 9 methodologies and models
Credit risk scoring models
Model validation and performance assessment
A career within Risk Assurance will involve supporting the team with model development and validation and other quantitative activities in a variety of risk and regulatory projects, mainly for banks and other financial institutions

Job Summary

  • A career within Risk Assurance will involve supporting the team with model development and validation and other quantitative activities in a variety of risk and regulatory projects, mainly for banks and other financial institutions.
  • Responsibilities include developing and documenting/reviewing IFRS 9 methodologies and models (PD, LGD, EAD), credit risk scoring models, and carrying out model validation or performance assessment.
  • PwC Romania offers professional development, trainings, fast career growth, international mobility, and a competitive salary and benefits package.

Matching Summary

A career within Risk Assurance will involve supporting the team with model development and validation and other quantitative activities in a variety of risk and regulatory projects, mainly for banks and other financial institutions.

Skills & Requirements

Must-have

  • IFRS 9 methodologies and models
  • credit risk scoring models
  • model validation and performance assessment
  • credit risk governance and policy
  • SAS, R, Python programming

Nice-to-have

  • client relationship management
  • team coordination and training
  • value-added solutions
  • professional and team-oriented environment

Key Requirements

  • Minimum of 4 years’ experience
  • Experienced in coordinating a team
  • BSc or MSc in quantitative discipline
  • Understanding of regulatory/ accounting requirements (IFRS 9, Basel, CECL)

Work Rights

Not specified

Tailored Resume

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