Credit Risk Modelling Senior Consultant

PwC Nederland(1 month ago)

HybridFull TimeSenior$100,337 - $135,782 (estimated)Assurance

About this role

A Credit Risk Professional within PwC Belgium’s Financial Services Risk and Regulatory team, supporting banks and financial institutions on credit risk quantification and regulatory compliance. The role combines quantitative expertise with knowledge of regulatory and accounting frameworks to support risk and capital management initiatives. It sits in the Assurance line of service and contributes to developing client-facing credit risk solutions and advisory work.

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Required Skills

Credit Risk
IRB Modelling
Capital Calculation
Credit VaR
Credit Pricing
PD Models
LGD Models
EAD Models
Early Warning
Collections Models

+5 more

Qualifications

Master's Degree (Economics/Statistics/Engineering)
PhD (Economics/Statistics/Engineering)
Degree in Quantitative Field

About PwC Nederland

pwc.nl

PwC accountants, financiële en belastingadviseurs bieden u zakelijke dienstverlening op het gebied van accountancy, belastingen, human resources, auditing, crisis management, performance improvement en financiële services.

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