General Information

Position
Senior Manager – Quantitative Modelling and Trustworthy AI
Work arrangement
Plný pracovní úvazek
City
Sofie
Country
Bulharsko
Department
Risk Advisory
Team
Financial Industry Risk & Regulatory
Area of interest
Risk & Regulatory Management
Way of work
Hybridní model

Description & Requirements

Who we are looking for

§  You have a university degree (Bachelor’s or Master’s) in Mathematics, Statistics, Econometrics, Physics, Financial Engineering or related quantitative field

§  You bring 6+ years of experience in banking, consulting, supervisory institutions or other relevant experience.

§  You have strong experience in designing and validating credit risk models, including PD, LGD and/or EAD models under IRB and IFRS 9 frameworks or credit portfolio modelling incl. stress testing.

§  You have hands-on experience with Python, R, SAS, SQL or similar programming languages relevant for financial institutions, and are eager to expand your skillset into areas such as AI, machine learning, and trustworthy AI.

§  You have ideally prior exposure to AI / machine learning techniques (e.g., regression, classification, clustering) and their application in financial risk modelling.

§  You are motivated to gain deeper experience in quantitative risk modelling and/or validation, with a strong understanding or willingness to learn about regulatory frameworks and model lifecycle governance.

§  You are curious, analytical, and purpose-driven, with:

o   Ability to translate complex quantitative concepts into business insights

o   Experience working with senior stakeholders within banks or financial institution.

o   Confidence working both independently and as part of diverse, cross-border teams.

o   Good communication skills and proficiency in English, including report writing and presenting technical content to varied audiences.

o   Knowledge of one of the regional languages (Croatian, Serbian, Bulgarian, Slovenian) at native speaker level.

o   A professional mindset, eager to develop within one of the world's most respected consulting firms.

o   Curiosity to research emerging AI trends and integrate innovative approaches into traditional risk frameworks.


Your future role

As a Senior Manager at Deloitte's Financial Risk team, you will work alongside experienced regional professionals tackling some of the most relevant quantitative challenges in financial services. You will partner with cross-border teams, fostering innovation and analytical excellence. Your responsibilities will include:

  • Leading quantitative modelling projects for banks and financial institutions and supporting business development and contributing to proposals and thought leadership in AI and quantitative risk.
  • Model Development: Designing methods and developing and enhancing models used for credit, market, or liquidity risk, using traditional and AI-based techniques.
  • Model Validation: Designing and validating credit risk models, including PD, LGD and EAD models under IRB and/or IFRS 9 frameworks.
  • Data Analytics: Handle complex data sets, extract meaningful patterns, and support data-driven decision-making using advanced analytics.
  • AI and Trustworthy AI: Explore responsible use of AI in risk management contexts, including bias detection, explainability, and alignment with regulatory and ethical standards.
  • Process and Governance: Implementing model risk management frameworks in line with regulatory expectations (ECB, EBA guidelines) incl. internal control testing.
  • Research & Innovation: Stay informed on quantitative finance advancements, machine learning, and statistical methodologies. Implement new tools to refine existing models and innovate new strategies.

How will you grow:

Our Risk, Regulatory & Forensic practice is a global leader in helping clients manage risk and uncertainty from the boardroom to the network. We provide a broad array of services that allow our clients around the world to better measure, manage and control risk to enhance the reliability of systems and processes throughout their organization.

  • You will get hands-on experience with a wide range of risk modelling techniques, from traditional scorecards to cutting-edge machine learning.
  • You will work on high-impact projects with leading European banking groups on advanced credit risk and analytics projects.
  • You will participate in large regulatory and quantitative transformation programs.
  • Be encouraged to explore your interests in emerging areas like AI and digital risk, and help shape our service offering as we expand in this space
  • You will have continuous professional development and leadership opportunities as you grow,

What we offer

We offer an attractive and competitive salary, including a wide range of benefits:

·       Food vouchers

·       Travel allowance

·       Non-taxable payments

·       Additional health insurance

·       Extraordinary bonuses

·       Company-approved holidays

·       Employee Assistance Program

·       Baby Bonus

·       Birth and Appreciation Day gifts

·       New Year gifts and Kids party

·       Study days off

·       Wellbeing Program

·       International travel insurance for both business and private travel

·       Unrestricted access to LinkedIn Learning and Udemy

·       Flexible Working Arrangements


About Deloitte

For over 175 years, Deloitte has partnered with leaders worldwide—from the Global 500® to private businesses—to help them thrive and build better futures. We support their people in succeeding, all while nurturing our communities. With a workforce of 467,000 of the industry’s greatest minds, Deloitte leads as the premier professional firm globally by delivering real, measurable results.


About the team

Deloitte's Regulatory & Financial Risk team operates as part of the regional Deloitte Central Europe - cluster South. We help organizations identify and manage risks affecting their business. We specialize in credit, market, and liquidity risk, with a growing focus on non-traditional and emerging risks, including model risk, and the application of trustworthy AI. Our approach combines technical depth in modelling with a solid understanding of regulatory expectations and digital innovation.


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