Risk Modelling Senior Consultant

PwC Romania

Bucharest, Romania
Competitive salary; attractive pyckage benefits; n...
Ifrs 9 methodology development
Credit risk scoring models
Pd lgd ead model experience
The role involves developing and validating IFRS 9 methodologies including PD, LGD, and EAD models for banks and financial institutions

Job Summary

  • The role involves developing and validating IFRS 9 methodologies including PD, LGD, and EAD models for banks and financial institutions.
  • Candidates will be responsible for coordinating team members, ensuring portfolio quality reports, and providing guidance on credit risk governance frameworks.
  • PwC Romania offers professional development, international mobility opportunities, and a competitive salary package within a global network of over 250,000 professionals.

Matching Summary

The role involves developing and validating IFRS 9 methodologies including PD, LGD, and EAD models for banks and financial institutions.

Salary

Competitive salary; Attractive package benefits; Not specified

Skills & Requirements

Must-have

  • IFRS 9 methodology development
  • Credit risk scoring models
  • PD LGD EAD model experience
  • SAS R Python programming
  • Model validation and testing

Nice-to-have

  • Team coaching and training skills
  • Client relationship management
  • Best practice guidance delivery
  • Strong verbal communication in Romanian
  • Ad-hoc analysis responsiveness

Key Requirements

  • BSc or MSc in quantitative discipline
  • Minimum 4 years of experience
  • Experience coordinating a team
  • Fluency in Romanian and English

Work Rights

Not specified

Tailored Resume

Cover Letter