Director – Quantitative Credit Risk Management - - 11849

General Information

Position

Director – Quantitative Credit Risk Management

Work arrangement

Full-time

City

Budapest

Country

Hungary

Department

Risk Advisory

Team

Financial Industry Risk & Regulatory

Area of interest

Consulting, Finance, Risk & Regulatory Management

Way of work

Hybrid

Description & Requirements

Who we are looking for

11+ years of experience in the field of Credit Risk Management and/or other risk types
Experience with risk model development and data science topics in the FSI industry, with a focus on the lending activity
Strong skills and practical experience in modelling using any of the following languages: R, Python, VBA, SAS and/or SQL
People management and project management experience, with an interest in client interactions
Solid academic background, preferably with a degree in a quantitative discipline, such as economics, finance, statistics/mathematics
Attention to detail and prioritization skills will be key in balancing daily deadlines
Ability to adapt to a project centric, dynamic team
Working proficiency of Hungarian and English language. German language is an advantage

Your future role

Coordinate various FSI risk management projects across multiple risk types
Act as subject matter expert in quantitative risk modelling, and take the lead in designing and implementing our service offerings and taking them to market
Develop, validate, and review risk models related to IRB, IFRS, ICAAP, ESG scoring and climate stress testing
Build strong client relationships, and grow our Hungarian and regional footprint
Share knowledge and develop junior colleagues while coordinating their work
Explore trending areas such as machine learning and sustainable finance
Work closely together with other service lines and teams in Hungary and Europe

What we offer

Challenging international environment at a globally recognized professional services firm, with opportunities for progressive career paths
Environment encouraging and supporting personal development and growth, including coaching and mentoring
Rapid knowledge development by leveraging access to the Deloitte network’s subject matter experts and methodologies, participation in training, conferences, projects in Hungary and abroad, including secondment opportunities (e.g.: UK, Germany, Austria)
Modern working environment, as well as agile working
Competitive salary including a wide range of benefits

About the team

Deloitte is one of the world's largest professional organizations offering a wide range of world-class services. In Risk Advisory, we help our banking clients transform their Risk Management to enhance the accuracy of their quantitative modelling, adhere to regulatory expectations, achieve sustainable finance goals and improve business outcomes.

If you are interested in risk modelling, data science or financial regulation, moreover if you want to gather experience in working with different clients in multiple areas of the financial industry, join us and you will enjoy the work we do.