Junior Risk Quantitative Analyst

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VRADC Bucharest is one of the Regional Audit Delivery Centers (RADCs) across the world and it represents a powerful driver of transformation, helping us reimagine audit and be an undisputed leader in professional services.

We believe that innovation comes from contrasting disciplines, backgrounds and cultural perspectives and that the innovative solutions our people deliver have to always make an impact that matters. We celebrate individual strengths and we prioritize our people’s well-being.

You bring the ambition, we’ll provide the opportunities.

Cerinte

Requirements:

-Final year student/ fresh graduate/ Master’s student with a degree in Data Science, Business Analytics, Statistics, Mathematics, Engineering, Computer Science, or other related field with strong quantitative focus;
-Knowledge of programming, e.g. SAS, R, Python, SQL,VBA or related programs;
-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;
-Strong multi-tasking and project management skills;
-Excellent English written and oral communication skills;

Responsabilitati

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;
-Assist colleagues when engaging 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.