Credit Risk Modelling Specialist

A career within our Assurance services, will provide you with the opportunity to provide a range of business advice to a variety of clients from small, fast growing clients to large entities. Our clients are often well-known brands and many have broad international reach.

You will work as a part of a team of problem solvers with extensive consulting and industry experience, helping our clients solve their complex business issues from strategy to execution.

Some of the role responsibilities include:

• Contribution to the delivery of multi-disciplinary risk management or regulatory engagements with focus on quantitative credit risk modelling;
• Contribution to the development of your own and team’s technical acumen;
• Working with others in the team to help build an inclusive and positive working environment;
• Supporting teams in IFRS 9 implementation reviews

What do we offer:

• Opportunities to travel and work across the CEE/SEE region on a project basis;
• A continuous personal and professional development programme;
• Access to PwC network-wide knowledge database;
• A dynamic and attractive working environment;
• A comprehensive employment benefit programme;

It’s expected that:

• You have 2 years of experience in the financial services industry;
• You have experience in banking financial risk management in Internal credit risk model development/validation (PD, LGD and EAD models);
• Experience in IFRS 9 Expected Credit Losses model development/validation;
• Experience in stress testing and capital planning, liquidity and funding, recovery planning, risk appetite frameworks, risk data and reporting in addition to the above will be considered as an advantage;
• You have an academic degree in quantitative area (Mathematics, Statistics, Econometrics, Quantitative Finance, Engineering are preferred);
• You are proficient in at least one advanced data analysis tools such as SQL/R/Python/SAS;
• You have strong analytical, problem-solving, communication and execution skills;
• You are fluent in English and Bulgarian;
• You are self-aware, ask for feedback on your work, respect sincere suggestions for improvements and take appropriate steps according to the feedback received;
• You can take responsibility for assigned work.

For more information, and to apply, please visit our website via the apply button below.