Senior Credit Risk Modelling Consultant

PwC Belgium Tax News

Hybrid
Credit risk quantification
Irb modelling
Basel accord and recent developments
Contribute to creating a better tomorrow by advising leading financial services organisations on a wide variety of risk and capital management issues

Job Summary

  • Contribute to creating a better tomorrow by advising leading financial services organisations on a wide variety of risk and capital management issues.
  • Provide consultancy on regulatory developments and/or credit risk modelling, including TRIM remediations, credit risk modelling, validation and model audit.
  • The role involves strengthening client relationships, preparing proposals, tracking new regulations, and working closely with colleagues on cross-functional projects.

Matching Summary

Contribute to creating a better tomorrow by advising leading financial services organisations on a wide variety of risk and capital management issues.

Skills & Requirements

Must-have

  • Credit risk quantification
  • IRB modelling
  • Basel Accord and recent developments
  • Python, R or SAS programming

Nice-to-have

  • Strengthen client relationships
  • Develop new business networks
  • Cross-functional projects
  • Non-regulatory modeling projects

Key Requirements

  • 4 to 8 years of professional experience
  • Master’s degree or PhD in quantitative discipline
  • Knowledge of risk management framework
  • Knowledge of credit risk related regulatory requirements

Work Rights

Not specified

Tailored Resume

Cover Letter