PwC Bulgaria

Credit Risk Modelling Specialist

Recruiter
PwC Bulgaria
Location
Sofia, Bulgaria
Salary
Competitive salary
Posted
12 Oct 2021
Closes
12 Nov 2021
Approved employers
Approved employer
Contract type
Permanent
Hours
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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