Consultant - Financial Risk Modelling team

Job Description & Summary

About the team

Our Financial Risk Modeling team helps our clients in the area of quantitative credit and market risk modeling. We provide mainly model development and model validation services.

In the credit risk area we deal mainly with IRB and IFRS 9 models (CECL and DFAST/CCAR in the case of the US), scoring models, collection models, EWS systems, etc.; on the market risk side we mostly work with derivatives pricing models.

The team is composed of skilled professionals with strong mathematical background and banking experience. Our clients include mid-sized and large financial institutions and banks across the globe (ranging from the USA to Mongolia); you will thus be able to truly broaden your horizons.

Job description & summary

In the role of a consultant, you will learn and enhance your technical skills in the area of programming, statistics and risk modeling. You will use these skills in analysing data, developing statistical models and contributing to the project delivery mostly in the banking industry.

• You will assist senior colleagues on projects where we support our clients mainly with risk models (re-)development, independent validation or audit (e.g. IFRS 9, IRB, scoring models, CCAR, ICAAP, Stress testing).

• You will help to design and develop software products in the area of quantitative risk management (e.g. model development & validation automation solutions).

Requirements of the role

• Educational background in mathematics, quantitative economics/finance, econometrics or statistics.

• You are comfortable working in some programming/statistical language (e.g. SQL, R, SAS, SPSS, Python, Julia, Matlab...) and performing statistical analysis.

• You feel comfortable using English as a main working language (German language knowledge would be a great benefit to our team; Czech language is advantageous but not required).

Our Benefits and Fun

• Concentrated experience and rapid career growth. It may sound like a platitude, but it really is.

• Fair wages plus paid overtime. 

• Paid time off 25 days, 3 Wellbeing days and 2 extra day off from the company at the end of the year.

• High-end Ultrabook and iPhone with unlimited data.

• Benefit program with 30.000 points that you can use for holidays, education, food vouchers, sports (Multisport), health... Simply on what you enjoy. 

• Support for your education and development: we offer business and digital training (Alteryx, Power BI etc.) and many other training and workshops to further develop your personal and professional skills. We pay for technical certifications and the time you spend studying them. 

• Opportunity to work in the future at a foreign PwC office, for example in the USA, Canada and there are others in the selection. 

• Extra-work activities and Away Days (team building, ski weekend, etc.). 

• Regular feedback on your work, also consultation with a coach with whom you can address your further development and career direction.

PwC is the largest audit team in the Czech Republic, but also law, tax, consulting and technology, data or forensic teams. Find out how easy it is to combine this knowledge when you're in the right place. With us, you will get the opportunity to see how business is done in large companies. We are part of an international network of companies with more than 364,000 colleagues in 151 countries. At PwC, we create an inclusive work environment where everyone can be themselves and find their place and opportunity to develop. This year, we have successfully maintained the prestigious Equal Pay Certification, making us one of only four companies in the Czech Republic (and the only one from the Big 4) that demonstrably implements fair compensation practices regardless of gender. 

Are you interested in our offer? Let us know about yourself and we will discuss more details together! 
 

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