Credit Risk Team Member with German | FS Consulting
Core
Develop and validate credit risk methodologies (IFRS 9, AIRB) and models (PD, LGD, EAD) for financial institutions in Poland and Germany.
Role type
Senior IC credit risk consultant
Builds
Credit risk models, validation reports, and governance frameworks for banking clients
Domain
Financial services / Credit Risk
Deliverable
production ML models
Required skills
Credit risk modeling (IFRS 9, AIRB), Statistics, Mathematics, Econometrics, German (fluent), English (C1+), Microsoft Office Suite, AI tools
Preferred skills
Programming (Python, SQL, R, C#, SAS), Data science packages (tidyverse, sklearn), Financial sector experience
Technologies
Python, SQL, R, C#, SAS, Microsoft Excel, Microsoft PowerPoint, tidyverse, sklearn, data.table
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, Build client relationships
Seniority
Mid-level, hands-on IC
