Credit Risk Modelling Senior Consultant

PwC

Brussels, Belgium
Hybrid
Credit risk quantification
Regulatory model development
Programming skills in python or r
The Financial Services Risk and Regulatory team at PwC advises leading financial services organisations on a wide variety of risk and capital management issues

Job Summary

  • The Financial Services Risk and Regulatory team at PwC advises leading financial services organisations on a wide variety of risk and capital management issues.
  • We are looking for ambitious and dedicated professional advisors in the area of credit risk quantification.
  • Our culture and workplace promote flexibility, learning, and well-being for all employees.

Matching Summary

The Financial Services Risk and Regulatory team at PwC advises leading financial services organisations on a wide variety of risk and capital management issues.

Skills & Requirements

Must-have

  • Credit risk quantification
  • Regulatory model development
  • Programming skills in Python or R

Nice-to-have

  • Knowledge of non-regulatory models
  • Excellent communication skills
  • Diversity and inclusion culture

Key Requirements

  • 4 to 8 years of experience in credit risk
  • Master’s degree or PhD in quantitative field
  • Knowledge of Basel Accord and IFRS 9

Work Rights

Not specified

Tailored Resume

Cover Letter