Risk Modelling Senior Consultant

263

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

Job Summary

  • The role involves developing and validating IFRS 9 methodologies including PD, LGD, and EAD models for banks.
  • Candidates must possess strong quantitative skills to execute programming codes in SAS, R, or Python for data transformation and model performance testing.
  • The position offers professional development, international mobility opportunities, and a competitive salary package within a global assurance firm.

Matching Summary

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

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 coordination and coaching
  • Client relationship management
  • Strong verbal communication skills
  • International mobility interest
  • Fast career growth environment

Key Requirements

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

Work Rights

Not specified

Tailored Resume

Cover Letter