Senior Consultant - Quantitative Risk Modelling & AI

About the role

Deloitte is looking for a Senior Consultant to combine technical risk modelling with client-facing consulting. You will solve complex quantitative risk challenges for leading banks across Central Europe, applying advanced analytics, AI and machine learning to modern risk frameworks.

Key responsibilities

• Develop, validate and monitor PD, LGD and EAD models
• Redevelop IRB and IFRS 9 models and carry out regulatory remediation projects
• Contribute to stress testing and model risk management initiatives
• Apply advanced analytics, AI and machine learning to modern risk frameworks

Required profile

• 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
• Strong analytical and problem-solving capabilities, excellent communication skills and professional English
• Interest in combining technical excellence with client-facing consulting work

Required skills

• Python, SQL, SAS, R or similar analytical tools
• IRB and IFRS 9 modelling

What we offer

• Technically challenging risk projects and work across modelling, validation and regulatory advisory
• Collaboration with regional and global quantitative risk specialists
• Direct client exposure and accelerated professional development
• Formal training, certifications and mentoring
• Competitive compensation and flexible working arrangements