Credit Risk Team Member with German | FS Consulting
Core
Develop and validate credit risk methodologies (IFRS 9, AIRB, stress tests) and models (PD, LGD, EAD) for financial institutions in Poland and Germany.
Role type
Credit Risk Consultant (IC)
Builds
Credit risk models, validation reports, and governance frameworks for banking clients.
Domain
Financial Services / Credit Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Credit risk modeling (IFRS 9, AIRB), statistical analysis, Microsoft Office Suite (Excel, PowerPoint), AI tool automation
Preferred skills
Programming (Python, SQL, R, C#), data science packages (tidyverse, sklearn), financial sector experience
Technologies
IFRS 9, AIRB, Microsoft Excel, PowerPoint, Python, SQL, R, C#, SAS, Matlab
Responsibilities
Develop and document credit risk methodologies and models; conduct model validation and performance monitoring; respond to ad-hoc risk analysis requests; review credit risk governance and policy frameworks; collaborate with PwC Germany colleagues on cross-border projects.
Seniority
Junior to Mid-level, hands-on IC