Senior Credit Risk Modelling Consultant

PwC

Not specified; not specified; flexible rewards pla...
Hybrid
4 to 8 years credit risk experience
Basel iv and ifrs 9 regulatory knowledge
Pd lgd ead model development or validation
The role involves advising leading financial services organizations on risk capital management and regulatory implementation

Job Summary

  • The role involves advising leading financial services organizations on risk capital management and regulatory implementation.
  • Candidates will support client relationships by preparing proposals for end-to-end solutions and tracking new regulatory impacts.
  • PwC offers flexible working hours, a comprehensive mobility budget, and extensive health and well-being programs.

Matching Summary

The role involves advising leading financial services organizations on risk capital management and regulatory implementation.

Salary

Not specified; Not specified; Flexible rewards plan with benefits

Skills & Requirements

Must-have

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

Nice-to-have

  • Non-regulatory modeling expertise
  • Early warning system design skills
  • Collection and fraud modeling experience
  • Dutch or French language proficiency

Key Requirements

  • Master's degree in quantitative field
  • 4-8 years banking credit risk experience
  • Knowledge of Basel Accord and CRR/CRD IV
  • Government clearance required

Work Rights

Government clearance required

Tailored Resume

Cover Letter