General Information

Position
Senior Risk Quantitative Analyst
Work arrangement
Full-time
City
Bucharest
Country
Romania
Department
Risk Advisory
Team
Financial Industry Risk & Regulatory
Area of interest
Consulting
Way of work
Hybrid

Description & Requirements

Who we are looking for
  • Minimum 3 years’ relevant experience working in a financial institution or in a related field in a relevant risk or quantitative position such as: market risk, financial supervision, credit or financial modelling;
  • Strong academic background, including a degree in Data Science, Business Analytics, Statistics, Mathematics, Engineering, Computer Science, or other related field with strong quantitative focus;
  • Master’s degree in a quantitative discipline is preferred but not mandatory;
  • Good knowledge of programming, e.g. SAS, R, Python, SQL,VBA, knowledge of Access, Microsoft Excel;
  • Experience in data modelling and management, integration and manipulation of large datasets is an advantage;
  • Familiarity with the mathematical methods used in credit risk modelling is an advantage;
  • Familiarity with the regulatory requirements is an advantage;
  • Strong multi-tasking and project management skills;
  • Excellent English written and oral communication skills;
  • Availability for travelling >50%


Your future role
The successful candidates will work alongside other subject matter experts in the FSI Risk and regulatory department and will be part of an international team with substantial knowledge of laws and regulations in accounting, risk and advisory as well as best practices in banking supervision.

Key Responsibilities:
  • Support the design, calibration, implementation, testing and validation or audit of models;
  • Document models, methodologies, analyses, and findings;
  • Assess the quality of data underlying risk models and model calibration;
  • Engage with key client representatives to obtain an understanding of risk practices and assess them;
  • Provide support to clients in the areas of internal governance, policies and frameworks in place linked to quantitative risk management;
  • Interpret new regulatory requirements focusing on those specific to internal models.
About Deloitte
In Romania, the services are provided or supported by Deloitte Audit SRL, Deloitte Tax SRL, Deloitte Consultanta SRL, Deloitte Accounting SRL, Deloitte Fiscal Representative SRL, Deloitte Tehnologie SRL, Deloitte Support Services SRL and Deloitte Shared Services SRL. With more than 3,000 professionals, Deloitte in Romania provides services in audit, tax, legal, consulting, financial advisory, risk advisory, business processes, as well as technology services and other related services. To learn more about how Deloitte makes an impact that matters, please visit www.deloitte.ro and connect with us on Facebook, LinkedIn, YouTube and Instagram.