Risk Modelling Senior Consultant

PwC Romania

Ifrs 9 model development
Credit risk scoring models
Model validation and 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 offers professional development, trainings, a fast career growth opportunity, international mobility, and a professional and team-oriented work environment.

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 model development
  • credit risk scoring models
  • model validation and assessment
  • SAS, R, Python programming
  • client relationship management

Nice-to-have

  • team coordination and coaching
  • value-added solution proposals
  • professional development opportunities
  • international mobility projects

Key Requirements

  • Minimum of 4 years' experience
  • BSc or MSc in quantitative discipline
  • Experienced in coordinating a team
  • Knowledge of credit risk processes
  • Understanding of regulatory requirements

Work Rights

Not specified

Tailored Resume

Cover Letter