Senior Credit Risk Modelling Consultant

PwC Sweden

Not specified; not specified; flexible rewards pla...
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4 to 8 years credit risk experience
Basel accord and ifrs 9 knowledge
Pd lgd ead model development or validation
** PwC Sweden is seeking a Senior Credit Risk Modelling Consultant to join their Financial Services Risk and Regulatory team. The role focuses on credit risk quantification, regulatory compliance, and offering tailored professional services to financial institutions. **

Job Summary

  • The role involves advising leading financial services organizations on risk capital management, regulatory implementation, and remediation.
  • Candidates will develop and validate regulatory models including PD, LGD, and EAD while ensuring compliance with Basel IV and CRR/CRD IV.
  • PwC offers flexible working hours, a comprehensive mobility budget, and extensive health and well-being programs for its employees.

Matching Summary

Match Score: 75

** PwC Sweden is seeking a Senior Credit Risk Modelling Consultant to join their Financial Services Risk and Regulatory team. The role focuses on credit risk quantification, regulatory compliance, and offering tailored professional services to financial institutions. **

Salary

Not specified; Not specified; Flexible rewards plan available

Skills & Requirements

Must-have

  • 4 to 8 years credit risk experience
  • Basel Accord and IFRS 9 knowledge
  • PD LGD EAD model development or validation
  • Python R or SAS programming skills

Nice-to-have

  • Non-regulatory modeling expertise
  • Dutch or French language proficiency
  • Early warning system modeling
  • Fraud and collection models

Key Requirements

  • Master's degree in quantitative field
  • PhD in economics or engineering preferred
  • Government clearance required

Work Rights

Government clearance required

Tailored Resume

Cover Letter