About this role
- 2+ years of experience in quantitative risk modelling, model validation or risk analytics
- University degree in Mathematics, Statistics, Econometrics, Data Science, Computer Science or another quantitative discipline
- Exposure to IRB and IFRS 9 frameworks
- Familiarity with PD, LGD OR EAD methodologies
- Experience with Python, SQL, SAS, R or similar analytical tools
- Strong analytical and problem-solving capabilities
- Excellent communication skills and professional English proficiency
- Interest in combining technical excellence with client-facing consulting work
- PD, LGD and EAD model development, validation and monitoring
- IRB and IFRS 9 model redevelopment and regulatory remediation projects
- Stress testing and model risk management initiatives
- Applying advanced analytics, AI and machine learning to modern risk frameworks
- Solving complex quantitative risk challenges for leading banks across Central Europe
- Exposure to some of the most technically challenging risk projects in the market
- Opportunity to work across modelling, validation and regulatory advisory
- Collaboration with Deloitte's regional and global quantitative risk specialists
- Direct client exposure and accelerated professional development
- Continuous learning through formal training, certifications and mentoring
- Competitive compensation and benefits package
- Flexible working arrangements and an inclusive team environment
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