Senior Credit Risk Modelling Consultant

PwC

Belgium
Not specified; not specified; flexible rewards pla...
Hybrid
4 to 8 years credit risk experience
Basel accord and ifrs 9 knowledge
Pd lgd ead model development validation
The role involves advising leading financial services organizations on risk capital management, regulatory requirements like Basel reform and IFRS 9, and defining risk appetite

Job Summary

  • The role involves advising leading financial services organizations on risk capital management, regulatory requirements like Basel reform and IFRS 9, and defining risk appetite.
  • Candidates will support client relationships by preparing proposals for end-to-end solutions and providing consultancy on regulatory developments and credit risk modelling.
  • PwC offers flexible working hours, a comprehensive mobility budget, extensive health and well-being programs, and access to an international network of member firms.

Matching Summary

The role involves advising leading financial services organizations on risk capital management, regulatory requirements like Basel reform and IFRS 9, and defining risk appetite.

Salary

Not specified; Not specified; Flexible rewards plan with benefits

Skills & Requirements

Must-have

  • 4 to 8 years credit risk experience
  • Basel Accord and IFRS 9 knowledge
  • PD LGD EAD model development validation
  • Python R or SAS programming skills
  • Quantitative finance or engineering degree

Nice-to-have

  • Non-regulatory modeling projects
  • Early warning systems expertise
  • Collection models knowledge
  • Dutch or French language skills
  • Fraud detection modeling experience

Key Requirements

  • Master's or PhD in quantitative discipline
  • 4-8 years regulatory model experience
  • Knowledge of CRR/CRD IV requirements
  • Strong English communication skills
  • Belgium work authorization required

Work Rights

Government clearance required

Tailored Resume

Cover Letter