Credit Risk Modelling Senior Consultant

PwC

**
Credit risk quantification
Basel reform and ifrs 9
Pd, lgd and ead models
** PwC is seeking a Credit Risk Modelling Senior Consultant to join their Financial Services Risk and Regulatory team. The ideal candidate should have a strong quantitative background, extensive experience in credit risk management, and proficiency in programming languages, while being part of a dynamic, inclusive work culture. **

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 have significant growth plans and are looking for ambitious and dedicated professional advisors in the area of credit risk quantification: capital requirement calculation, IRB modelling, credit VaR, credit pricing, business modelling including early warning systems, collection models etc.
  • Our culture and workplace are something we’re proud of.

Matching Summary

Match Score: 75

** PwC is seeking a Credit Risk Modelling Senior Consultant to join their Financial Services Risk and Regulatory team. The ideal candidate should have a strong quantitative background, extensive experience in credit risk management, and proficiency in programming languages, while being part of a dynamic, inclusive work culture. **

Skills & Requirements

Must-have

  • Credit risk quantification
  • Basel reform and IFRS 9
  • PD, LGD and EAD models
  • Python, R or SAS

Nice-to-have

  • Strengthen client relationships
  • Develop new business networks
  • Cross-functional projects
  • Inclusive culture

Key Requirements

  • 4 to 8 years of experience
  • Master’s degree or PhD
  • Visa sponsorship not available

Work Rights

Not specified

Tailored Resume

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