Risk Modelling Senior Consultant

PwC Romania

Ifrs 9 methodologies and models
Credit risk scoring models
Model validation or performance assessment
The successful candidate will be responsible for supporting the team with model development and validation and other quantitative activities in a great variety of risk and regulatory projects, mainly for banks and other financial institutions

Job Summary

  • The successful candidate will be responsible for supporting the team with model development and validation and other quantitative activities in a great variety of risk and regulatory projects, mainly for banks and other financial institutions.
  • Your responsibilities include developing & documenting/ reviewing & enhancing IFRS 9 methodologies and models (PD, LGD, EAD) and developing & documenting credit risk scoring models.
  • PwC Romania is one of the world’s leading providers of Assurance, Tax and Advisory services with a network of firms in 158 countries and with over 250,000 people.

Matching Summary

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

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
  • Retail/Wholesale PD/LGD/EAD model

Nice-to-have

  • professional development and trainings
  • team-oriented work environment
  • international mobility and projects
  • value-added solutions for clients

Key Requirements

  • Minimum of 4 years’ experience
  • Experienced in coordinating a team
  • BSc or MSc in quantitative discipline
  • Understanding of regulatory/ accounting requirements

Work Rights

Not specified

Tailored Resume

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