Capital and Liquidity Risk Specialist

Job Description & Summary

About the Risk Management Team

Our Financial Risk Management team helps our clients in the areas of credit operational and market risks. We help our clients in the methodological areas underwriting regulatory practices ESG and development of risk tools and models. The team is composed of skilled professionals with economics banking and mathematical backgrounds and diverse experience. Our clients include mid-sized and large financial institutions and banks across the globe (ranging from the USA to Mongolia); you will thus be able to truly broaden your horizons.

Job description & summary

• You will work on diverse projects where we support our clients mainly in the areas of Risk regulation (Basel IV CRR III/CRD 6) mostly in ICAAP and ILAAP areas and Capital management (Optimization Stress-testing Internal capital adequacy processes capital allocation).

• Broder topics include: Loan monitoring approvals (Corporate SME and Retail) ESG Risk Culture Risk appetite frameworks Risk based pricing Recovery & Resolution (BRRD) Data management (Quality and consistency reviews) Asset quality reviews (AQRs) and Operational risk and Liquidity risk.

• In the role of senior consultant you will be in tandem with a manager responsible for job deliveries on credit risk related jobs. You will help our junior colleagues design solutions apply regulation and come up with novel approaches to risk management in wide area of credit risk related topics based on the client needs. Your responsibility will be to actively engage in client discussions and be able to get quickly oriented in new areas and be able to see the problems from eyes of our clients.

• You will be able to travel and visit new places and cultures but not be forced to.

• You will work alongside our senior staff and be able to learn from the best on the market.

Requirements of the role

• At least 4 years of experience within capital management (ICAAP ILAAP Capital Allocation Economic capital methodology Stress-testing BRRD)

• We appreciate quantitative structured mind with business understanding with love for problem solving and innovative research and ability to actively and independently search for and propose solutions to risk management problems and make and formulate independent judgement on problems

• Data forms the backbone of Risk management. You should be comfortable to work with data and prepare them for your analyses to help you get insights into problems and to find supportive arguments for your views. We appreciate knowledge of at least one common language for statistical computations (VBA SQL R SAS Python Julia...) but it is not a must (although you must be willing to learn basis of at least one of such languages)

• You feel comfortable to stand along us in front of clients and can communicate complex topics clearly and concisely with touch of fun:)

• You are a team-player. You can ask for help and offer it to anyone.

• High sense of accountability ownership and responsibility for your outputs and your work

• Comfortable using English as a main working language (German language knowledge would be a great benefit to our team; Czech language is an advantage but not required).

• Educational background in banking mathematics econometrics or statistics. You should have a solid analytical mathematical background with banking business understanding (in credit or market risk).

Our Benefits and Fun

• Concentrated experience and rapid career growth. It may sound like a platitude but it really is.

• Fair wages plus paid overtime.

• Great work culture and appreciation for each member of the team.

• Paid time off 25 days 3 Wellbeing days and 2 extra days off from the company at the end of the year.

• High-end Ultrabook and iPhone with unlimited data.

• Benefit program with 45.000 points that you can use on holidays education food vouchers sports (Multisport) health... Simply on what you enjoy.

• Supporting your development and education: business and digital skills training (e.g. Alteryx Power BI Tableau) ongoing training and certifications e.g. external certificates such as FRM CFA ACCA Microsoft (Azure PowerApps) project management (Prince2 PMI) service management (ITIL) agile development (Scrum SAFe) DAMA Salesforce coaching and presentation skills PwC conferences around Europe and more.

• Opportunity to work in the future at a foreign PwC office for example in the USA Canada and there are others in the selection.

• Extra-work activities and Away Days (team building ski weekend etc.).

• Regular feedback on your work also consultation with a coach with whom you can address your further development and career direction.

PwC is the largest audit team in the Czech Republic but also law tax consulting and technology data or forensic teams. Find out how easy it is to combine this knowledge when youre in the right place. With us you will get the opportunity to see how business is done in large companies. We are part of an international network of companies with more than 364000 colleagues in 151 countries. At PwC we create an inclusive work environment where everyone can be themselves and find their place and opportunity to develop. This year we have successfully maintained the prestigious Equal Pay Certification making us one of only four companies in the Czech Republic (and the only one from the Big 4) that demonstrably implements fair compensation practices regardless of gender.

Are you interested in our offer Let us know about yourself and we will discuss more details together!

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