Senior Credit Risk Modelling Specialist

PwC; Brussel; Sur place; EUR 70 000 - 110 000; Plein temps

Avantages offerts par ce poste

Flexible working hours

Learning opportunities

Diversity & inclusion

Mobility budget

Well-being program

Résumé du poste

PwC Belgium is seeking a Credit Risk professional at Senior Associate level within the Financial Services Risk and Regulatory team. You will contribute to risk quantification, regulatory modeling, and advisory projects for financial services clients.

The role requires 4–8 years in credit risk, strong programming skills (Python/R/SAS), and fluency in English with Dutch and/or French desirable. PwC offers a dynamic, multidisciplinary environment and growth opportunities.

Qualifications

• Graduate degree in a quantitative field with strong interest or qualification in credit risk management.
• Experience (4–8 years) in credit risk within banks, focusing on regulatory models (PD/LGD/EAD).
• Knowledge of Basel IV, CRR/CRD IV and IFRS 9 requirements; risk framework awareness.

Responsabilités

• Develop and deliver end-to-end credit risk solutions including regulatory modeling and validation.
• Support cross-functional advisory projects and client proposals.
• Keep abreast of regulatory developments and assess impact on clients.

Connaissances

Credit risk management

English proficiency

Programming knowledge

Formation

Master's degree in economics/statistics/engineering

PhD in economics/statistics/quantitative finance/engineering (a plus)

Outils

Python

R

SAS

Description du poste

PwC Belgium is seeking a Credit Risk professional at Senior Associate level within the Financial Services Risk and Regulatory team. You will contribute to risk quantification, regulatory modeling, and advisory projects for financial services clients.

The role requires 4–8 years in credit risk, strong programming skills (Python/R/SAS), and fluency in English with Dutch and/or French desirable. PwC offers a dynamic, multidisciplinary environment and growth opportunities.