Deloitte Central Europe

Senior konzultant - Credit Risk Modelling

Recruiter
Deloitte Central Europe
Location
Prague / Hybrid
Salary
As per local standards
Posted
20 Mar 2023
Closes
27 Mar 2023
Approved employers
Approved employer
Job role
Accounts payable/receivable, Business analyst, Compliance/risk, Financial planning & analysis
Sector
Accounting - Public practice, Digital
Contract type
Permanent
Hours
Full time
Experience level
Qualified accountant
Description & Requirements

Who we are looking for
Do you prefer team focus and borderless knowledge sharing instead of siloed delivery? Do you prefer value-added high-performance service instead of recalculation exercises? Do you know what the difference is between AIRB and FIRB? Do you enjoy quantitative edge or deep dive into regulatory requirements? Then reach out to Stepan Pekarek and Martin Kubacka and come discuss the opportunities in our Credit Risk Modelling Team.
Our Credit Risk Modelling Team helps our clients in the area of quantitative credit risk modelling. We provide multi-level service on all the focal points of the model life cycle (development, validation, recalibration, monitoring, decommissioning etc.)

In the credit risk area, we deal mainly with IRB and IFRS 9 models. We help with other applicable use cases like scoring models, EWS models, model monitoring, model challenger, model horse races and performance tilts. Our clients include mid-sized and large financial institutions and banks in CZ and CE regions.
This could work out perfectly if…
  • you have some hands-on experience with FSI – a background of 3 years in advisory, banking, insurance, or IT apps will be sufficient,
  • you can boast a university diploma as well as theoretical knowledge of economy/finance/statistics or law,
  • you are familiar with credit, market risk, capital, or liquidity management regulations,
  • you have a positive relationship with MS Excel, SQL or R, Python or SAS,
  • you are not afraid to present your deliverables to the company management, and
  • you are fluent in Czech and English.
Your future role

What will you work on with Štěpán and Martin?
  • You will participate in projects related to financial risks (credit risk, market risk, IRRBB, liquidity, funding, etc.). The result of your work on the project will be analyses related to banking and financial markets.
  • You will be actively involved in the development, implementation, and validation of valuation, risk management, ALM, and capital adequacy models.
  • Risk Data Analytics = data + models + testing – as you know from experience, data is a fundamental prerequisite of business success.
  • From time to time, you will be busy preparing ad-hoc analyses of portfolios, business models, or stress testing.
  • You will prepare internal procedures and processes for financial institutions aimed at implementing European and national regulatory frameworks (CRD/CRR, BRRD, ICAAP/ILAAP, etc.).
What we offer
Why should you join forces with us?
  • You will be given the space and resources to grow. How you use your potential will be up to you.
  • Your learning curve will increase as diverse and often challenging projects come your way.
  • To us, working in an international environment is not just a catchphrase. You can look forward to projects where Czech will not suffice.
  • Professional and personal development is key ‒ there is simply no way around it (mentoring, ACCA, CFA, FRM, SAS, SAP, AWS certifications, etc.).
  • We consider flexible working hours a standard perk.
  • When we shake hands, we count on a long-term collaboration.
  • The biggest perks, apart from the benefits package (Cafeteria, sick days, 5 weeks of vacation, iPhone/Samsung (of your choice) also for personal use, travel insurance, etc.), are our team and relaxed company culture where you get on the first-name basis with the top boss on your very first day.
  • Our office with a view of the whole city, its own café, fitness room and functional gym for circuits and yoga, a bike room, massage, and meditation room are simply impossible not to adore!
For further information, and to apply, please visit our website via the “Apply” button below.

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