Risk Modelling Senior Consultant

PwC PricewaterhouseCoopers GmbH

Bucharest, Romania
Ifrs 9 methodologies and models
Credit risk scoring models
Model validation and performance assessment
The successful candidate will be responsible for supporting the team with model development and validation and other quantitative activities in a great variety of risk and regulatory projects, mainly for banks and other financial institutions

Job Summary

  • The successful candidate will be responsible for supporting the team with model development and validation and other quantitative activities in a great variety of risk and regulatory projects, mainly for banks and other financial institutions.
  • Your responsibilities include developing & documenting/ reviewing & enhancing IFRS 9 methodologies and models (PD, LGD, EAD) and developing & documenting credit risk scoring models.
  • PwC Romania is one of the world’s leading providers of Assurance, Tax and Advisory services, offering professional development, trainings, and a fast career growth opportunity.

Matching Summary

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

Skills & Requirements

Must-have

  • IFRS 9 methodologies and models
  • credit risk scoring models
  • model validation and performance assessment
  • credit risk governance and policy
  • SAS, R, Python programming

Nice-to-have

  • client relationship management
  • team coordination and training
  • value-added solutions
  • professional and team-oriented environment

Key Requirements

  • BSc or MSc in quantitative discipline
  • Minimum of 4 years’ experience
  • Experienced in coordinating a team
  • Experience in model development/validation
  • Understanding of regulatory/ accounting requirements

Work Rights

Not specified

Tailored Resume

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