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    Credit Risk Modelling - Brussels, België - PRICEWATERHOUSECOOPERS BEDRIJFSREVISOREN BV / PRICEWATERHOUSECOOPERS REVISEURS D'ENTREPRISES SRL

    PRICEWATERHOUSECOOPERS BEDRIJFSREVISOREN BV / PRICEWATERHOUSECOOPERS REVISEURS D'ENTREPRISES SRL
    PRICEWATERHOUSECOOPERS BEDRIJFSREVISOREN BV / PRICEWATERHOUSECOOPERS REVISEURS D'ENTREPRISES SRL Brussels, België

    2 weken geleden

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    Description

    & Summary Contribute to creating a better tomorrow

    The only way we can tackle the challenges of this fast-changing world is with passionate people. Led by our purpose of building trust and solving important problems, we come together at PwC to address the biggest issues facing the world in a way that drives positive impact. Are you eager to join a team fuelled by open and curious minds? People who are passionate about their work and create new solutions for a new day? Then you're at the right place.

    Bring your talent. Learn new skills. Make a positive impact.

    Want to help build trust in society? As a part of PwC Assurance, you'll provide decision-makers with the information they need to achieve better governance, transparency and accountability. Join our multidisciplinary team that uses cutting-edge technologies to make a difference for our clients and our communities, both at home and across the globe.

    Your impact

    As a Credit Risk Professional, you have a strong transversal view on the risk areas and are able to connect quantitative capabilities, regulatory requirements, accounting standards and risk framework.

    On a weekly basis, you will support in many areas:

  • Strengthen client relationships through tailor made professional services for our clients and develop new business networks.
  • Prepare and present proposals to clients for end-to-end solutions.
  • Keep track of new regulations and their impact on our clients and the market.
  • Work closely with your colleagues in other areas of advisory especially in delivering cross-functional projects.
  • Provide consultancy on regulatory developments and/or credit risk modelling; TRIM remediations, credit risk modelling, validation and model audit.
  • Involvement in non-regulatory modeling projects to support the credit business of our clients, this includes but not limited to pricing, profitability, early warning, fraud and/or collection models.

    • About you

    You graduated from quantitative departments such as economics, statistics or engineering. Holding a Master's degree or PhD in economics, statistics, quantitative finance, mathematical or engineering discipline and a strong interest or qualification in credit risk management is a plus.

    In addition you are expected to have:

  • A professional experience of 4 to 8 years in credit risk departments of banks in regulatory models (development and/or validation of PD, LGD and EAD models).
  • Knowledge of a risk management framework (risk appetite framework, risk identification, risk measurement and risk mitigation), Basel Accord and recent developments (Basel IV) and general credit risk related regulatory requirements (CRR/CRD IV and IFRS 9 requirements).
  • Knowledge of credit risk quantification: capital requirement calculation, IRB modelling, credit VaR, credit pricing, business modelling including early warning systems, collection models etc
  • Good knowledge of programming languages such as Python, R or SAS.
  • Knowledge of non-regulatory models is a plus.
  • Excellent written and oral communication skills in English (Dutch or French is a plus) and ability to demonstrate these skills effectively across all levels of the organisation.

    • Life at PwC Belgium

    Our culture and workplace are something we're proud of. Here's a sneak peek at some of the benefits you can look forward to.

  • Flexibility: flexible working hours so you can decide your most effective working pattern.
  • Infinite learning and growing: broad opportunities to learn every day and exciting career pathways that help you explore different disciplines or areas of expertise.
  • Rewards that matter to you: a flexible rewards plan gives you access to a wide range of benefits so you can make the choices that best fit your personal circumstances and lifestyle.
  • Diversity & inclusion: we believe that diversity makes PwC stronger. It helps us solve important problems and deliver added value to our clients. We encourage an inclusive culture where people can be the best versions of themselves. We organise various D&I initiatives, including an active employee-led Employee Resource Group (ERG) community, comprising 9 diversity groups with over 200 PwC employees aiming to make an impact within and beyond PwC.
  • A sustainable mobility offer: we offer a comprehensive mobility budget with a wide range of options (hybrid and electric cars, bike leasing, mobility card or loan reimbursement).
  • Well-being: an extensive health and well-being programme that includes access to professional sport coaching, individual sessions, sports communities and mental health resources. We encourage a healthy lifestyle with regular wellness challenges and various catering options at our cafeteria.
  • Team events such as Last Friday Drinks, quarterly themed parties, team-building days and celebrations, as well as time spent on community days and charity activities.
  • International PwC network: broad access to industry expertise, both locally and through our wider global network of member firms.
  • Supporting you in every phase of your life, including family friendly work schemes.

    • Education

    Degrees/Field of Study required:Degrees/Field of Study preferred:

    Certifications

    Required Skills

    Credit Risk Management, Credit Risk Modeling, Credit Risks, Financial Risk Modeling, Model Risk, Predictive Modeling, Risk Management, Risk Models, Risk Quantification

    Optional Skills

    Desired Languages

    Travel Requirements

    Up to 20%

    Available for Work Visa Sponsorship?

    No

    Government Clearance Required?

    No

    Job Posting End Date

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