Senior Risk Quantitative Analyst | Risk Advisory

Employer: Deloitte Romania
  • Management - Consulting
  • Job type: full-time
    Job level: 1 - 5 years of experience
  • Updated at: 08.03.2021
    Short company description

    Deloitte is the brand under which tens of thousands of dedicated professionals in independent firms throughout the world collaborate to provide audit, consulting, financial advisory, risk management, and tax services to selected clients.

    With access to the intellectual capital of approximately 200,000 people worldwide, member firms focus on client service through a global strategy executed locally in nearly 150 countries. The Romanian office was established in 1992 and nowadays it employs over 600 professionals and provides services to diverse range of local and international clients.

    As the firm of choice professional services clients, Deloitte is also the firm of choice for for outstanding professional talent. To uphold our first class reputation and sustain our rapid growth, we are constantly seeking people who can meet the challenges of our working environment.

    At Deloitte we value innovative thinking, diverse insights and we strive to offer an exceptional level of customer service through our expertise and professionalism. From the supportive and collaborative culture to the progressive learning and development, you'll experience from day one why Deloitte is a place thousands enjoy working.

    Visit now our career website to find more about career opportunities, working with us, benefits & culture, and Learning & Development programs.


    2-3 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;


    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.
    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.
    The role offers the opportunity to build on and continue developing your existing knowledge and skills, and to progress to more senior levels as well as to contribute directly to the continued growth of the business line.