Credit Risk & IFRS 9 Manager
PwC
- București
- Permanent
- Full-time
- Developing & documenting/ reviewing & enhancing IFRS 9 methodologies and models (PD, LGD, EAD)
- Developing & documenting credit risk scoring models
- Carrying out model validation or performance assessment/ monitoring
- Reviewing & providing best practice guidance on credit risk governance, credit risk policy and procedure framework
- Respond to ad-hoc analysis requests, demonstrating clear understanding of risk specific measurements
- Building and maintaining strong relationships with new and established clients
- Ensure and elaborate reports on portfolio quality and structure
- Coordinating, coaching and training team members
- BSc or MSc in Mathematics, Statistics, Computer Science, Financial Engineering, Econometrics, Economics, or another quantitative discipline
- Minimum of 4 years’ experience
- Experienced in coordinating a team
- Experience of credit risk modelling techniques
- Knowledge of credit risk processes, governance and documentation
- Experience in model development/validation including data extraction
- Experience in data transformation, model development, user acceptance testing, model performance testing
- Experience of Retail/Wholesale PD/LGD/EAD model
- Understanding of key regulatory/ accounting requirements (e.g. IFRS 9, Basel, CECL)
- Ability to understand and execute programming codes including SAS, R, Python
- Ability to understand client challenges and propose value-added solutions
- Excellent ability to manage timelines and meet deadline
- Strong verbal and written communications skills in Romanian and English
- Professional development, trainings and a fast career growth opportunity
- International mobility and short-term projects abroad
- A professional and team-oriented work environment
- Up-to-date technologies and methodology
- Competitive salary and attractive package benefits