Senior Credit Risk Modelling Strategist

PwC; Brussel Hoofdstad; Sur place; EUR 90 000 - 130 000; Plein temps

Avantages offerts par ce poste

Flexible working hours

Lifelong learning opportunities

Diversity & inclusion programs

Mobility budget and benefits

Résumé du poste

PwC Belgium is seeking a Credit Risk Senior Manager to join the Financial Services Risk and Regulatory team. You will contribute to capital requirement calculations, IRB modelling, credit VaR and related quantitative analyses while aligning with regulatory requirements and risk framework.

You will strengthen client relationships, present end-to-end solutions, monitor Basel IV developments, and collaborate cross-functionally to deliver cross-cutting advisory projects while supporting

Qualifications

• 4–8 years of experience in credit risk departments of banks.
• Knowledge of Basel IV, CRR/CRD IV and IFRS 9 requirements.
• Strong communication skills in English; Dutch or French is a plus.

Responsabilités

• Strengthen client relationships through tailor made professional services.
• Prepare and present proposals for end-to-end credit risk solutions.
• Keep track of new regulations and their market impact.
• Collaborate with colleagues across advisory for cross-functional projects.
• Provide consultancy on regulatory developments and credit risk modelling.
• Involve in non-regulatory modeling projects (pricing, early warning, collection).

Connaissances

Python

R

SAS

English

Formation

Master’s degree or PhD in economics/statistics/quantitative finance/mathematics/engineering

Description du poste

PwC Belgium is seeking a Credit Risk Senior Manager to join the Financial Services Risk and Regulatory team. You will contribute to capital requirement calculations, IRB modelling, credit VaR and related quantitative analyses while aligning with regulatory requirements and risk framework.

You will strengthen client relationships, present end-to-end solutions, monitor Basel IV developments, and collaborate cross-functionally to deliver cross-cutting advisory projects while supporting