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Consultant / Senior Consultant - Financial Risk Management
Role:
We are seeking a Consultant or Senior Consultant to join our Financial Risk Management (FRM) team with a focus on Model Development and Model Validation of credit risk and/or market risk models.
You will be part of modelling team of approximately 50 modelling specialists. You will be involved in projects for banking clients. Typically projects are related to development or implementation of various risk models, assurance and audit support, and independent validation involvements. Your clients will be located across EMEA region.
The topics we are dealing with cover:
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Credit risk modelling (rating, scoring, risk parameters) for internal and regulatory purposes (IFRS9 and IRB)
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Model redevelopment due to optimization or regulatory comments
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Development and validation of market risk models (IRRBB, trading risk, VaR, CVA/DVA, other)
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Valuation of financial instruments
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Development of hedging strategies
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Stress testing (EBA, CCAR, local)
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Development and implementation of IT tools in those areas
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Many, many more
Candidate’s profile:
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At least 1-year of experience in credit or market risk gained in consulting company or financial sector
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MSc degree in mathematics, statistics/econometrics, or physics.
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Good knowledge of:
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Financial mathematics and its application in financial institutions
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Statistical techniques in risk modelling
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Credit or market risk
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Programming skills any of the following: R, Python, SQL or SAS
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Very good command of English language; second language is a plus
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Creativity and initiative
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Analytical thinking and problem-solving skills in individual, team and collaborative consultant-client settings
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Strong commitment to both personal and team success
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Openness and willingness to share ideas and knowledge
We offer:
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Opportunity to broaden your professional experience and be engaged in different types of projects across EMEA region
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Be a member of fast growing, successful team of high-profile consultants providing services to reputable clients in financial sector
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Opportunity to build unique competences in the global PwC network
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Great atmosphere and a comfortable working environment
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Attractive compensation
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Flexible working arrangements
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