Manager - Quantitative Risk Management
Description & Requirements
Deloitte is one of the world's largest professional organizations offering a wide range of world-class services. In Risk Advisory, we help our banking clients transform their Risk Management to enhance the accuracy of their quantitative modelling, adhere to regulatory expectations, achieve sustainable finance goals and improve business outcomes.
If you are interested in risk modelling, data science or financial regulation, moreover if you want to gather experience in working with different clients in multiple areas of the financial industry, join us and you will enjoy the work we do. Štěpán Pekárek, the manager of the Financial Risk team, will be happy to meet you for a coffee and discuss the projects and opportunities in his team.
What experience should you have?
- At least 5 years of experience in the field of Credit Risk Management and/or other risk types
- Experience with risk model development and data science topics in the FSI industry, with a focus on the lending activity
- Strong skills and practical experience in modelling using any of the following languages: R, Python, VBA, SAS and/or SQL
- People management and project management experience, with an interest in client interactions
- Academic background, preferably with a degree in a quantitative discipline, such as economics, finance, statistics/mathematics
- Attention to detail and prioritization skills are key in balancing daily deadlines
- Ability to adapt to a project centric, dynamic team
- Working proficiency of English language.
An advantage would also be:
- Working experience in model development and model validation is a plus
- Prior experience of working with Big 4 or financial industry (preferred)
- Knowledge of German language
Vaše budoucí role
What will be your role?
- Lead various FSI risk management projects across multiple risk types
- Act as subject matter expert in quantitative risk modelling, and take the lead in designing and implementing our service offerings and taking them to market
- Develop, validate, and review risk models related to IRB, IFRS, ICAAP, ESG scoring and climate stress testing
- Share knowledge and develop junior colleagues while coordinating their work
- Explore trending areas such as machine learning and sustainable finance
- Work closely together with other experts and teams in Czech Republic and Europe
What can we offer you in return?
- Challenging international environment at a globally recognized professional services firm, with opportunities for progressive career paths.
- You will be in an environment where development and growth is supported and encouraged, including coaching and mentoring from either certified coaches or more senior colleagues or through getting new certifications.
- Getting access to the Deloitte network’s subject matter experts and methodologies, participation in training, conferences, projects in Czech Republic and EU
- Our company culture is open and friendly compared to other big companies; our team is full of inspiring people and at Deloitte we all work on a first-name basis from day one.
- You will be able to work in our office with views of the whole city and our own cafe or use our gym as well as a circuit training and yoga room, a bike storage room and a meditation room.
- However, if you prefer to work from home, we offer that option as well.
- Flexible working hours are also standard for everyone in our company.
- Of course, you will also get our benefit package (Cafeteria, sick days, 5 weeks of vacation, mobile phone and laptop, travel insurance, parking and more).
- Health comes first, which is why we offer an online consultation service at uLékaře and also organise health days, during which various workshops and free professional examinations take place.
- Our helpdesk can help you in challenging situations – qualified professionals can provide legal, financial, or psychological advice.
- You can also make regular use of the services of a physiotherapist, masseur or tailor, all of whom are available on site.
For further information, and to apply, please visit our website via the “Apply” button below.