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Position detail

Senior Consultant - Credit Risk Modelling

Risk Advisory

Regulatory and Legal Support

Praha

Italská 2581/67

Experienced candidate

3+ years of experience
Apply now

Do you prefer team focus and borderless knowledge sharing instead of siloed delivery? Do you prefer value-added high-performance service instead of recalculation exercises? Do you know what the difference is between AIRB and FIRB? Do you enjoy quantitative edge or deep dive into regulatory requirements? Then reach out to Stepan Pekarek and Martin Kubacka and come discuss the opportunities in our Credit Risk Modelling Team.

Our Credit Risk Modelling Team helps our clients in the area of quantitative credit risk modelling. We provide multi-level service on all the focal points of the model life cycle (development, validation, recalibration, monitoring, decommissioning etc.)

In the credit risk area, we deal mainly with IRB and IFRS 9 models. We help with other applicable use cases like scoring models, EWS models, model monitoring, model challenger, model horse races and performance tilts. Our clients include mid-sized and large financial institutions and banks in CZ and CE regions.

What will you work on with Štěpán and Martin?

  • You will participate in projects related to financial risks (credit risk, market risk, IRRBB, liquidity, funding, etc.). The result of your work on the project will be analyses related to banking and financial markets.
  • You will be actively involved in the development, implementation, and validation of valuation, risk management, ALM, and capital adequacy models.
  • Risk Data Analytics = data + models + testing – as you know from experience, data is a fundamental prerequisite of business success.
  • From time to time, you will be busy preparing ad-hoc analyses of portfolios, business models, or stress testing.
  • You will prepare internal procedures and processes for financial institutions aimed at implementing European and national regulatory frameworks (CRD/CRR, BRRD, ICAAP/ILAAP, etc.).


This could work out perfectly if…

  • you have some hands-on experience with FSI – a background of 3 years in advisory, banking, insurance, or IT apps will be sufficient,
  • you can boast a university diploma as well as theoretical knowledge of economy/finance/statistics or law,
  • you are familiar with credit, market risk, capital, or liquidity management regulations,
  • you have a positive relationship with MS Excel, SQL or R, Python or SAS,
  • you are not afraid to present your deliverables to the company management, and
  • you are fluent in Czech and English.

  • SQL SQL
  • R R
  • Python Python
  • English language English language

Why should you join forces with us?

  • You will be given the space and resources to grow. How you use your potential will be up to you.
  • Your learning curve will increase as diverse and often challenging projects come your way.
  • To us, working in an international environment is not just a catchphrase. You can look forward to projects where Czech will not suffice.
  • Professional and personal development is key ‒ there is simply no way around it (mentoring, ACCA, CFA, FRM, SAS, SAP, AWS certifications, etc.).
  • We consider flexible working hours a standard perk.
  • When we shake hands, we count on a long-term collaboration.
  • The biggest perks, apart from the benefits package (Cafeteria, sick days, 5 weeks of vacation, iPhone/Samsung (of your choice) also for personal use, travel insurance, etc.), are our team and relaxed company culture where you get on the first-name basis with the top boss on your very first day.
  • Our office with a view of the whole city, its own café, fitness room and functional gym for circuits and yoga, a bike room, massage, and meditation room are simply impossible not to adore!

  • 25 vacation days 25 vacation days
  • Bikebox Bikebox
  • Cafeteria Cafeteria
  • Travel insurance Travel insurance
  • Dry cleaners Dry cleaners
  • Home office Home office
  • Mobile phone Mobile phone
  • Multisport card Multisport card
  • Notebook Notebook
  • Gym Gym
  • Sick-days Sick-days
  • Meal vouchers Meal vouchers

  • Full-time Full-time
  • Flexible working hours Flexible working hours