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We are looking for experts to join our Financial Risk Management team that focuses mainly on modelling of credit and market/liquidity risks at financial institutions and large corporates across EMEA.

Credit Risk Expert

We work with our clients in the following areas:

• Credit risk modelling (rating, scoring, risk parameters)

• Model risk management and quantitative validation 

• Comprehensive IFRS 9/CECL implementation, incl. development of the tools in credit risk management space

• Stress testing (EBA, CCAR, local)

ROLE

You will be part of modelling team of approximately 40 modelling specialists. Typically projects are related to development or implementation of various risk models and independent validation involvements. 

Example of recent projects:

• Development of full set of AIRB models (PD, LGD, EAD) under new EBA guidelines
• Validation of credit risk models for large European banking group
• Validation of loss models for international banking institution
• Development and execution of stress tests for large bank in the Middle East
• Implementation and verification of new default definition methodology and calculation algorithm

PROFILE

• Experience in risk modelling area gained in consulting company or financial sector, esp. In development, maintenance or validation of PD, LGD, CCF models or stress testing.

• MSc degree in mathematics, statistics / econometrics, physics or computer science.

• Good knowledge of financial mathematics and its application in financial institutions, statistical techniques in risk modelling.

• Knowledge at least one of the following programming languages: SQL, R, Python or SAS.

• Very good command of English language ; second language is a plus.

• Analytical thinking and problem-solving skills in individual, team and collaborative consultant-client settings.

• Strong commitment to both personal and team success.

• Openness and willingness to share ideas and knowledge.

WE OFFER

• Be a member of a fast growing, successful team of high-profile consultants providing services to reputable clients in financial sector.

• An opportunity to acquire new knowledge and skills during delivery of interesting and challenging projects.

• A possibility of fast professional development thanks to a clearly defined career path.

• Great atmosphere and a comfortable working environment.