Quantitative Risk Modelling & AI - Senior… at Deloitte CE · Zagreb

Description & Requirements

• 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

• 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

• 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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