Risk Modelling Senior Consultant

About the role

We are looking for a Senior Consultant to join PwC Romania’s Risk Assurance team. The role focuses on developing, documenting and validating quantitative models for credit risk and regulatory reporting, primarily for banks and other financial institutions.

Key responsibilities

• Design, develop and document IFRS 9 models (PD, LGD, EAD) and credit‑risk scoring models.
• Perform model validation, performance monitoring and back‑testing.
• Provide guidance on credit‑risk governance, policies and procedures.
• Respond to ad‑hoc analytical requests and produce portfolio quality reports.
• Maintain strong relationships with clients and support business development.
• Coordinate, coach and train junior team members.

Required profile

• BSc or MSc in Mathematics, Statistics, Computer Science, Financial Engineering, Econometrics, Economics or a related quantitative discipline.
• Minimum 4 years of experience in credit‑risk modelling and validation.
• Proven experience coordinating teams and delivering projects on time.
• Strong written and verbal communication skills in English and Romanian.

Required skills

• Python
• R
• SAS
• Credit‑risk modelling techniques (PD, LGD, EAD).
• Understanding of IFRS 9, Basel and CECL regulatory frameworks.

What we offer

• Professional development, training and fast career progression.
• Opportunities for international mobility and short‑term projects abroad.
• Team‑oriented work environment with up‑to‑date technologies.
• Competitive salary and attractive benefits package.