(Senior) Manager in Credit Risk Modelling

작업 내용

Line of Service
Assurance

Industry/Sector
Not Applicable

Specialism
Assurance

Management Level
Manager

Job Description & Summary
We guide. We support. You grow.

The Financial Services Risk and Regulatory team at PwC advises leading financial services organisations on a wide variety of risk and capital management issues. These range from the implementation of new regulatory requirements , such as Basel III and IFRS 9, and the remediation following supervisory inspections, to defining and setting risk appetite andimproving risk management throughout the organisation.

We have significant growth plans and are looking for ambitious and dedicated professional advisors in the area of credit risk quantification : capital requirement calculation, IRB modelling, credit VaR, credit pricing, business modelling including early warning systems, collection models etc.

We’re looking for a talented Credit Risk Manager to join our Financial Services department as part of our Credit Risk team.
What you’ll do and learn

As a Credit Risk Professional, you have a strong transversal view on the risk areas and are able to connect quantitative capabilities, regulatory requirements, accounting standards and risk framework.

On a weekly basis, you will support in many areas:

• Strengthen client relationships through tailor made professional services for our clients and develop new business networks.
  
• Prepare and present proposals to clients for end-to-end solutions.
  
• Keep track of new regulations and their impact on our clients and the market.
  
• Work closely with your colleagues in other areas of advisory especially in delivering cross-functional projects.
  
• Provide consultancy on regulatory developments and/or credit risk modelling; TRIM remediations, credit risk modelling, validation and model audit.
  
• Involvement in non-regulatory modeling projects to support the credit business of our clients, this includes but not limited to pricing, profitability, early warning, fraud and/or collection models.
  

Who you are

You graduated from quantitative departments such as economics, statistics or engineering. Holding a Master’s degree or PhD in economics, statistics, quantitative finance, mathematical or engineering discipline and a strong interest or qualification in credit risk management is a plus.

In addition you are expected to have:

• A professional experience of 4 to 8 years in credit risk departments of banks in regulatory models (development and/or validation of PD, LGD and EAD models).
  
• Knowledge of a risk management framework (risk appetite framework, risk identification, risk measurement and risk mitigation), Basel Accord and recent developments (Basel IV) and general credit risk related regulatory requirements (CRR/CRD IV and IFRS 9 requirements).
  
• Knowledge of credit risk quantification : capital requirement calculation, IRB modelling, credit VaR, credit pricing, business modelling including early warning systems, collection models etc
  
• Good knowledge of programming languages such as Python, R or SAS .
  
• Knowledge of non-regulatory models is a plus.
  
• Excellent written and oral communication skills in English (Dutch or French is a plus) and ability to demonstrate these skills effectively across all levels of the organisation.
  

What we offer

• An environment where you’ll be encouraged to take your expertise to the next level
  
• A workspace where everyone feels respected, valued and free to be themselves
  
• Inspiring and awesome colleagues
  
• Team events such as Last Friday Drinks, team-building days, celebrations and specialist knowledge events
  
• Forward-looking and very accessible leadership hosting inspirational lunches and driving your further development
  
• An extensive health programme including an online platform and various challenges, yoga and Pilates in our offices, yearly flu vaccinations, sports communities, mental resilience workshops and so on
  
• A flexible work schedule including homeworking and the possibility to conveniently make use of various holiday schemes
  
• An interesting salary and benefits package, including health and group insurance and Teddy care (nursing service when your child is ill)
  
• And much more!
  

Education (if blank, degree and/or field of study not specified)
Degrees/Field of Study required:Degrees/Field of Study preferred:

Certifications(if blank, certifications not specified)
Desired Languages(If blank, desired languages not specified)
Travel Requirements
Up to 20%

Available for Work Visa Sponsorship?
Yes

Government Clearance Required?
No

Job Posting End Date