A career within the Risk Assurance team will provide you with the opportunity to be responsible with statistics/econometrics and the intellectual challenges that come with them
Job Summary
A career within the Risk Assurance team will provide you with the opportunity to be responsible with statistics/econometrics and the intellectual challenges that come with them.
Your responsibilities include developing & documenting/reviewing & enhancing IFRS 9 methodologies and models (PD, LGD, EAD), developing & documenting credit risk scoring models, and carrying out model validation or performance assessment/monitoring.
PwC Romania offers professional development, trainings, a fast career growth opportunity, international mobility, and a professional and team-oriented work environment.
Matching Summary
A career within the Risk Assurance team will provide you with the opportunity to be responsible with statistics/econometrics and the intellectual challenges that come with them.
Skills & Requirements
Must-have
IFRS 9 methodologies and models
credit risk scoring models
model validation or performance assessment
credit risk governance, policy and procedure
SAS, R, Python programming
client challenges and propose solutions
Nice-to-have
professional development and career growth
international mobility and short-term projects
team-oriented work environment
reimagining the possible
Key Requirements
Minimum of 4 years’ experience
Experienced in coordinating a team
Experience of credit risk modelling techniques
BSc or MSc in quantitative discipline
Understanding of regulatory/accounting requirements