PwC Bulgaria

Credit Risk Modelling Specialist

PwC Bulgaria
Sofia, Bulgaria
Competitive salary
12 Oct 2021
12 Nov 2021
Approved employers
Approved employer
Contract type
Full time

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. 

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