Credit Risk Analyst with German

Our client is a leading global professional services network providing assurance, tax, and advisory services, with a collaborative international environment including cooperation with PwC Germany.

• Fluency in English (C1 or higher) and ability to communicate in German
• Completed or near completion of higher education in mathematics, econometrics, statistics, finance, or computer science
• Applied and proven knowledge of statistics
• Practical knowledge of credit risk modeling concepts including IFRS 9 and/or AIRB methods and credit risk management processes
• Profound knowledge of Microsoft Office Suite, especially PowerPoint and Excel
• Interest in development and active participation in German FS-Risk practice teams
• Availability for occasional business travel to Germany
• Willingness to learn new skills, proactive and problem-solving characteristics
• Open, proactive, and honest communication style
• Structured and self-organized work approach delivering high-quality results
• Experience in the financial sector (banking, insurance, consulting) and knowledge of programming languages including C#, Python, SQL, R, MATLAB, SAS and data science packages like tidyverse, sklearn, data.table is a plus

• Develop, document, review, and enhance credit risk methodologies such as IFRS 9, AIRB, stress tests and models including PD, LGD, EAD, and credit scoring models
• Carry out projects related to model validation and performance assessment/monitoring
• Respond to ad-hoc analysis requests with understanding of risk-specific measurements
• Review and provide best practice guidance on credit risk governance, policy, and procedure frameworks
• Build and maintain strong relationships with clients
• Cooperate daily with colleagues from the PwC Network, especially PwC Germany