Risk Modelling Senior Consultant

PwC Romania

Credit risk modelling techniques
Model development and validation
Ifrs 9 methodologies and models
The successful candidate will support the team with model development and validation and other quantitative activities in a variety of risk and regulatory projects mainly for banks and financial institutions

Job Summary

  • The successful candidate will support the team with model development and validation and other quantitative activities in a variety of risk and regulatory projects mainly for banks and financial institutions.
  • Professional development, trainings and a fast career growth opportunity are provided along with international mobility and short-term projects abroad.
  • PwC Romania is committed to delivering quality assurance, advisory, and tax services guided by core values including integrity, making a difference, care, working together, and reimagining the possible.

Matching Summary

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

Skills & Requirements

Must-have

  • Credit risk modelling techniques
  • Model development and validation
  • IFRS 9 methodologies and models
  • Data extraction and transformation
  • Programming in SAS, R, Python
  • Team coordination and coaching

Nice-to-have

  • Strong verbal and written communication
  • Client relationship management
  • Understanding regulatory requirements
  • Ability to propose value-added solutions
  • Professional development opportunities

Key Requirements

  • BSc or MSc in quantitative discipline
  • Minimum of 4 years’ experience
  • Experience coordinating a team
  • Knowledge of credit risk governance and documentation
  • Understanding of IFRS 9, Basel, CECL regulations
  • Fluent Romanian and English

Work Rights

Not specified

Tailored Resume

Cover Letter