Senior Credit Risk Analytics Advisor

PwC South Africa; Brussel Hoofdstad; Hybride; Confidentiel; Plein temps

Avantages offerts par ce poste

Flexible working hours

Learning & development opportunities

Flexible rewards plan

Diversity & inclusion initiatives

Mobility budget

Résumé du poste

PwC Belgium seeks a Credit Risk Professional to join the Financial Services Risk and Regulatory team. You will work on capital requirement calculations, IRB modelling, credit VaR and pricing, with a strong emphasis on regulatory developments and cross-functional collaboration across advisory projects.

You should have 4–8 years in credit risk roles, strong programming skills, and fluency in Dutch and/or French with English proficiency.

Qualifications

• Master’s degree or PhD in economics, statistics, quantitative finance, mathematics or engineering is preferred.
• 4–8 years of professional credit risk experience in banks, focusing on regulatory models (PD, LGD, EAD).
• Knowledge of Basel IV, CRR/CRDIV and IFRS9 requirements; risk framework and risk appetite knowledge.

Responsabilités

• Build and validate credit risk models and IRB methodologies.
• Provide client advisory on regulatory developments and risk quantification.
• Develop proposals and deliver end-to-end risk solutions for financial services clients.

Connaissances

Quantitative analysis

Client relationship

Proposal development

Formation

Master's or PhD in economics/statistics/quantitative finance/engineering

Outils

Python

R

SAS

Description du poste

PwC Belgium seeks a Credit Risk Professional to join the Financial Services Risk and Regulatory team. You will work on capital requirement calculations, IRB modelling, credit VaR and pricing, with a strong emphasis on regulatory developments and cross-functional collaboration across advisory projects.

You should have 4–8 years in credit risk roles, strong programming skills, and fluency in Dutch and/or French with English proficiency.