Credit Risk Modelling Specialist

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  Location

  (BULGARIA) and Sofia

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  Job Reference

  17661

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  Functional Area/Experience

  Business, Accounting & Finance / 2 Years

Job Description & Qualifications

At PwC, our purpose is to build trust in society and solve important problems. We’re a network of firms in 152 countries with over 327,000 people who are committed to delivering quality in assurance, advisory and tax services. Find out more and tell us what matters to you by visiting us at www.pwc.com. PwC refers to the PwC network and/or one or more of its member firms, each of which is a separate legal entity.

A career within our Assurance services will provide you with the opportunity to provide a range of business advice to a variety of clients from small, fast growing clients to large entities. Our clients are often well-known brands and many have broad international reach.

Role

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.

Join our passionate community of solvers. Invest in your future by joining a firm that will invest in your skills.

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
• Your projects are likely to focus on subjects like quantitative risk modelling, stress testing and capital planning, risk data and reporting, data analytics and review of IFRS 9 implementations in Financial Institutions.
• You will identify, analyse and solve important client problems, building solutions and working in joint PwC-client delivery teams, in challenging circumstances.
• You will be part of a team that helps clients realise their strategies and deal with risk management challenges, new regulations and increasing supervisory requirements.
• Besides working directly for our clients, you will contribute to business development and PwC thought leadership in your field of expertise.

Qualifications:

• 2-4 or more years of working experience in the Financial Services sector, in a consulting firm working with clients in the Financial Services sector, or have worked for a banking supervisory authority (European or national) or a regulatory body
• 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.
• Knowledge of the prudential regulation with particular focus on CRR /Basel, EBA standards and IFRS 9 is an asset
• An academic degree in quantitative area (Mathematics, Statistics, Econometrics, Quantitative Finance, Engineering are preferred)
• Demonstrable technical expertise in internal risk models development or validation, and/or stress testing
• Proficiency in at least one advanced data analysis tool such as SQL/R/Python/SAS
• Excellent writing and communications skills in English

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
• Comprehensive remuneration and social package including additional medical insurance, food vouchers, sport card, fringe benefit and annual bonus;
• Opportunity to combine office and work from home;
• Central office location

Job Skills/Competencies Required

• Demonstrable technical expertise in internal risk models development or validation, and/or stress testing
• Proficiency in at least one advanced data analysis tool such as SQL/R/Python/SAS
• Excellent writing and communications skills in English