Credit Risk Modelling Senior Consultant

PwC PricewaterhouseCoopers GmbH

Brussels, Belgium
Hybrid
Credit risk quantification
Regulatory requirements
Basel accord and recent developments
Contribute to creating a better tomorrow by advising leading financial services organisations on risk and capital management issues

Job Summary

  • Contribute to creating a better tomorrow by advising leading financial services organisations on risk and capital management issues.
  • Support clients with consultancy on regulatory developments and credit risk modelling, including TRIM remediations, validation, and model audit.
  • PwC offers a culture of flexibility, infinite learning, and a comprehensive mobility and well-being program.

Matching Summary

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

Skills & Requirements

Must-have

  • Credit risk quantification
  • Regulatory requirements
  • Basel Accord and recent developments
  • PD, LGD and EAD models
  • Python, R or SAS programming

Nice-to-have

  • Strengthen client relationships
  • Develop new business networks
  • Cross-functional projects
  • Diversity & inclusion initiatives
  • Sustainable mobility offer

Key Requirements

  • 4 to 8 years professional experience
  • Master’s degree or PhD
  • Quantitative departments (economics, statistics, engineering)
  • Knowledge of risk management framework
  • Knowledge of non-regulatory models is a plus

Work Rights

Not specified

Tailored Resume

Cover Letter