Consultant- Credit risk modeler

This is the perfect opportunity for you if you have…

  • 1-5 years of professional experience in credit risk modelling or validation;
  • strong academic background with a degree in a quantitative discipline, such as economics, finance, statistics, or mathematics;
  • demonstrated proficiency in at least one programming language, such as R, Python, SAS;
  • knowledge of Basel III, EBA model development guidelines, and IRB-Advanced modelling requirements;
  • familiarity with IFRS 9 modelling framework and standards is a plus;
  • basic knowledge of bank modelling framework, standards, regulations, and financial products;
  • strong interest in quantitative modelling, portfolio and risk models;
  • familiarity with machine learning algorithms and their application to financial problems is a plus;
  • accurate work style, ability to work both independently and collaboratively in a team;
  • excellent command of written and spoken English;
  • high level of flexibility and ability to handle periodic workload peaks.

As part of our team, we will count on you to…

  • participate in various risk management and quantitative risk modeling projects for banking and other sectors;
  • participate in model validation projects for a wide variety of risk models;
  • support audit teams as a quantitative expert during the validation of IFRS 9 ECL models;
  • contact with clients and actively support project planning and coordination;
  • in support of business development, participate in customer meetings, prepare and present professional materials.

We’ll provide you the opportunity to…

  • be the part of a young, dynamic and motivated team,
  • improve yourself through on the job learning and professional mentoring
  • work with prestigious clients in Hungary and across the Globe,
  • get to know the most exciting projects in the banking and insurance sector,
  • flexible working options - most of the time we work at home, but you can work from the office at any time if you want, over the mandatory 1 day/week office day,
  • competitive remuneration package.