Deloitte

Quantitative Risk Modelling & AI - Senior Consultant

Deloitte  •  Zagreb, HR (Hybrid)  •  2 days ago
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Job Description

General Information

Position

Quantitative Risk Modelling & AI - Senior Consultant

Work arrangement

Full-time

City

Zagreb

Country

Croatia

Department

Risk Advisory

Team

Financial Crime, Financial Industry Risk & Regulatory, Regulatory & Compliance

Area of interest

Risk & Regulatory Management

Way of work

Hybrid

Description & Requirements

Who we are looking for

  • 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
  • Experience with Python, SQL, SAS, R or similar analytical tools
  • Strong analytical and problem-solving capabilities
  • Excellent communication skills and professional English proficiency
  • Interest in combining technical excellence with client-facing consulting work

Your future role

  • PD, LGD and EAD model development, validation and monitoring
  • IRB and IFRS 9 model redevelopment and regulatory remediation projects
  • Stress testing and model risk management initiatives
  • Applying advanced analytics, AI and machine learning to modern risk frameworks
  • Solving complex quantitative risk challenges for leading banks across Central Europe

What we offer

  • Exposure to some of the most technically challenging risk projects in the market
  • Opportunity to work across modelling, validation and regulatory advisory
  • Collaboration with Deloitte's regional and global quantitative risk specialists
  • Direct client exposure and accelerated professional development
  • Continuous learning through formal training, certifications and mentoring
  • Competitive compensation and benefits package
  • Flexible working arrangements and an inclusive team environment

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Deloitte

About Deloitte

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Industry
Consulting & Advisory
Company Size
10,000+ employees
Headquarters
Worldwide, OO
Year Founded
1845
Website
deloitte.com
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