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SG-OZIY1

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Consultants/Senior Consultants Credit Risk Modelling (employment, Czech Republic)c)

Start Date:  1 Sep 2020
SENIORITY:   Practitioner
Salary:   €1,850 - €4,500
  Czech Republic
Contract Type:   Full-time

Summary

We are seeking Credit Risk Modelling Senior Consultants/Consultants for permanent role in Prague, Czech Republic. Our client is an international Advisory corporation offering great opportunities for your growth and work on international projects.

Does quantitative modelling excite you? Are you experienced in credit risk? Do you enjoy working in a dynamic and innovative team to deliver high quality and efficient solutions to evolving regulatory requirements? We're looking for someone like you to:

  • Develop statistical and stress testing models for credit risk (PD/LGD)
  • Research and document best practices when working on a new model, including understanding of regulatory requirements

NOTE:

  • Salary depends on your seniority and experience (in the post is mentioned the fixed salary; the client also offers variable part of salary 9-17%)

Requirements

  • Master's or PhD in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Physics)
  • Sound knowledge of statistical and econometric methods and their application
  • Sound Knowledge of Asset Risk & Credit Risk life cycles
  • Hands-on modelling experience (Credit Risk, Interest Rate Risk, Market Risk) in a financial environment is required
  • Excellent skills in statistical modeling software i.e. SAS / R / C++ / Python / Java
  • Excellent skills in a minimum of one of: SQL / relational databases, big data technology and cloud-based analytical tools (e.g., HDFS, Hive, Pig, or Spark)
  • Outstanding communication skills with colleagues at all levels of the organization
  • Minimum 1-year experience with  development and implementation of statistical models
  • Excellent written, verbal and presentation skills
  • Ability to travel up to 80%

Interested in this opportunity for yourself or could you recommend us someone? Then please click on the apply now button and fill in the Application Survey. We will come back to you immediately to discuss the next steps. Looking forward to hearing from you!

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