Senior Credit Risk Analyst

at  PwC

JOB DESCRIPTION & SUMMARY

• In the role of senior consultant, you will be, in tandem with a manager, responsible for job deliveries on credit risk related jobs. You will help our junior colleagues, design solutions, apply regulation and come up with novel approaches to risk management in wide area of credit risk related topics based on the client needs. Your responsibility will be to actively engage in client discussions and be able to get quickly oriented in new areas and be able to see the problems from eyes of our clients
• You will be able to travel and visit new places and cultures, but not be forced to
• You will work on diverse projects where we support our clients mainly in the areas of Risk regulation (Basel IV, CRR III/CRD 6), Loan monitoring approvals (Corporate, SME and Retail), ESG, Risk Culture, Risk appetite frameworks, Capital management (Optimization, Stress-testing, Internal capital adequacy processes, capital allocation), Risk based pricing, Recovery & Resolution (BRRD), Data management (Quality and consistency reviews), Asset quality reviews (AQRs), and Operational risk and Liquidity risk
• You will work alongside our senior staff and be able to learn from the best on the market

• Educational background in banking, mathematics, econometrics or statistics
• At least 5 years of experience with credit risk financial risk management (in one or more topics above)
• Data forms the backbone of Risk management. You should be comfortable to work with data and prepare them for your analyses to help you get insights into problems and to find supportive arguments for your views. We appreciate knowledge of at least one common language for statistical computations (VBA, SQL, R, SAS, Python, Julia…), but it is not a must (although you must be willing to learn basis of at least one of such languages)
• Ability to actively and independently search for and propose solutions to risk management problems and make and formulate independent judgement on problems
• You feel comfortable to stand along us in front of clients
• High sense of accountability, ownership and responsibility for your outputs and your work
• Comfortable using English as a main working language (German language knowledge would be a great benefit to our team; Czech language is an advantage, but not required)