Senior Credit Risk Modelling Consultant

PwC PricewaterhouseCoopers GmbH

Hybrid
Credit risk quantification
Regulatory requirements
Basel accord and recent developments
Contribute to creating a better tomorrow by advising leading financial services organisations on a wide variety of risk and capital management issues

Job Summary

  • Contribute to creating a better tomorrow by advising leading financial services organisations on a wide variety of risk and capital management issues.
  • Strengthen client relationships, prepare and present proposals, and provide consultancy on regulatory developments and credit risk modelling.
  • We offer flexibility, infinite learning and growing opportunities, a flexible rewards plan, and a comprehensive mobility offer.

Matching Summary

Contribute to creating a better tomorrow by advising leading financial services organisations on a wide variety of risk and capital management issues.

Skills & Requirements

Must-have

  • Credit risk quantification
  • Regulatory requirements
  • Basel Accord and recent developments
  • IFRS 9 requirements
  • PD, LGD and EAD models

Nice-to-have

  • Client relationship management
  • Business development networks
  • Cross-functional projects
  • Non-regulatory modeling projects

Key Requirements

  • 4 to 8 years of professional experience
  • Master’s degree or PhD in quantitative discipline
  • Knowledge of risk management framework
  • Good knowledge of Python, R or SAS

Work Rights

Not specified

Tailored Resume

Cover Letter