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Currently we are looking for:
Credit Risk Modelling Specialist
Belgrade
You will work as a part of a team of problem solvers with extensive consulting and industry experience, helping our clients solve their complex business issues from strategy to execution.
What do we offer:
- Opportunities to travel and work across the CEE/SEE region on a project basis
- A continuous personal and professional development programme
- Access to PwC network-wide knowledge database
- A dynamic and attractive working environment
- A comprehensive employment benefit programme
Some of the role responsibilities include:
- Contribution to the delivery of multi-disciplinary risk management or regulatory engagements with focus on quantitative credit risk modelling
- Contribution to the development of your own and team’s technical acumen
- Working with others in the team to help build an inclusive and positive working environment
It’s expected that:
- You have 2 years of experience in the financial services industry
- You have experience in banking financial risk management in the topics below:
- Internal credit risk model development/validation (PD, LGD and EAD models)
- IFRS 9 Expected Credit Losses model development/validation
Experience in stress testing and capital planning, liquidity and funding, recovery planning, risk appetite frameworks, risk data and reporting in addition to the above will be considered as an advantage.
- You have academic degree in quantitative area (Mathematics, Statistics, Econometrics, Quantitative Finance, Engineering are preferred)
- You are proficient in at least one advanced data analysis tools such as SQL/R/Python/SAS
- You have strong analytical, problem-solving, communication and execution skills
- You are fluent in English
- You are self-aware, ask for feedback on your work, respect sincere suggestions for improvements and take appropriate steps according to the feedback received
- You can take responsibility for assigned work
If you fulfill the above requirements and want to grow professionally in an outstanding business environment, please apply until 31.01.2020.