Junior Consultant- Credit risk modeler

We help our clients with industry-specific services to create value and manage risks. Our wide-ranging client portfolio enables you to gain real-life experience in industries such as telecommunications, energy, IT, finance or sports, and to work on ground-breaking projects.

• 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,
• have flexible working schedule with our hybrid office presence policy and respect for your work/life balance,
• competitive remuneration package.

• 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.

• 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.

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