GENERAL INFORMATION

Position
Quantitative Credit Risk Manager | Advisory | Remote work
Work arrangement
Full-time
City
Bucharest
Country
Romania
Department
Risk Advisory
Team
Financial Industry Risk & Regulatory
Area of interest
Data & Analytics, Financial Services Industry, Risk & Regulatory Management
Way of work
Remote

WHO WE ARE LOOKING FOR

We are looking to expand our team in Bucharest with a Quantitative Credit Risk Manager who will contribute to local and international projects involving financial institutions and regulatory supervisory authorities.

Requirements:

• Minimum 3 years relevant experience working in a financial institution or in a related field in a relevant risk or quantitative position such as: market risk, financial supervision, credit or financial modelling;
• Strong academic background, including a degree in Data Science, Business Analytics, Statistics, Econometrics, Mathematics, Engineering, Computer Science, or other related field with strong quantitative focus;
• Master’s degree in a quantitative discipline is preferred but not mandatory;
• Good knowledge of programming, e.g. SAS, R, Python, SQL, knowledge of Microsoft Excel;
• Experience in data mining and management, integration and manipulation of large datasets is an advantage;
• Familiarity with the mathematical methods used in credit risk modelling is an advantage;
• Familiarity with credit risk regulatory requirements is an advantage
• Strong multi-tasking and project management skills;
• Excellent English written and oral communication skills

Key Responsibilities:

• Support the design, calibration, implementation, testing and validation or audit of models;
• Document models, methodologies, analyses, and findings;
• Assess the quality of data underlying risk models and model calibration;
• Engage with key client representatives to obtain an understanding of risk practices and assess them;
• Provide support to clients in the areas of internal governance, policies and frameworks in place linked to quantitative risk management;
• Interpret new regulatory requirements focusing on those specific to internal models.

Requirements:

• Minimum 3 years relevant experience working in a financial institution or in a related field in a relevant risk or quantitative position such as: market risk, financial supervision, credit or financial modelling;
• Strong academic background, including a degree in Data Science, Business Analytics, Statistics, Econometrics, Mathematics, Engineering, Computer Science, or other related field with strong quantitative focus;
• Master’s degree in a quantitative discipline is preferred but not mandatory;
• Good knowledge of programming, e.g. SAS, R, Python, SQL, knowledge of Microsoft Excel;
• Experience in data mining and management, integration and manipulation of large datasets is an advantage;
• Familiarity with the mathematical methods used in credit risk modelling is an advantage;
• Familiarity with credit risk regulatory requirements is an advantage
• Strong multi-tasking and project management skills;
• Excellent English written and oral communication skills;

The successful candidates will work alongside other subject matter experts in the FSI Risk and regulatory department and will be part of an international team with substantial knowledge of laws and regulations in accounting, risk and advisory as well as best practices in banking supervision.
The role offers the opportunity to build on and continue developing your existing knowledge and skills, and to progress to more senior levels as well as to contribute directly to the continued growth of the business line.