Risk Modelling Senior Consultant

pwc.is

Ifrs 9 model development and validation
Credit risk scoring models
Data extraction and transformation
The successful candidate will support the team with model development and validation and other quantitative activities in a variety of risk and regulatory projects mainly for banks and financial institutions

Job Summary

  • The successful candidate will support the team with model development and validation and other quantitative activities in a variety of risk and regulatory projects mainly for banks and financial institutions.
  • Professional development, trainings and a fast career growth opportunity are offered along with international mobility and short-term projects abroad.
  • PwC Romania fosters a professional and team-oriented work environment with up-to-date technologies and methodology, competitive salary, and attractive package benefits.

Matching Summary

The successful candidate will support the team with model development and validation and other quantitative activities in a variety of risk and regulatory projects mainly for banks and financial institutions.

Skills & Requirements

Must-have

  • IFRS 9 model development and validation
  • Credit risk scoring models
  • Data extraction and transformation
  • Programming in SAS, R, Python
  • Credit risk governance and policy review
  • Team coordination and coaching

Nice-to-have

  • Strong verbal and written communication
  • Client relationship management
  • Ability to propose value-added solutions
  • Experience with Retail/Wholesale PD/LGD/EAD models
  • Understanding of regulatory requirements

Key Requirements

  • BSc or MSc in quantitative discipline
  • Minimum of 4 years’ experience
  • Experience coordinating a team
  • Knowledge of credit risk modelling techniques
  • Understanding of IFRS 9, Basel, CECL regulations
  • Fluent in Romanian and English

Work Rights

Not specified

Tailored Resume

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