IRB Credit Risk Modeling Expert

• Contribute to the development, validation, and implementation of advanced IRB models (PD, LGD, CCF).

• Work on high-impact projects for leading global financial institutions.

• Participate in international engagements and collaborate with cross-border teams.

• Help shape modern approaches and solutions in credit risk.

This is a role where your work has a direct and tangible impact on how major financial institutions manage risk. We value collaboration, knowledge sharing, and a strong analytical mindset, while providing space for deep technical expertise and independent work.

"Every day, we work on projects related to credit risk modeling with a strong focus on meeting IRB regulatory requirements. We are an international team with unique know-how, and we've been involved both in the development and validation of IRB models, as well as in the remediation of regulatory findings. Beyond supporting international EY projects, we also lead our own development and validation engagements, both locally and abroad. Joining our Credit Risk team means working on impactful projects that truly make a difference. You'll have the opportunity to be part of initiatives that drive meaningful change in major financial institutions."

- Tomáš Němeček, Partner, Credit Risk Team

• Approximately 5+ years of experience in IRB model development or validation

• Strong experience with PD models (experience with LGD and CCF is a plus)

• Solid understanding of IRB regulatory frameworks

• University degree in a quantitative field (e.g., statistics, econometrics, mathematics)

• Python (Pandas, NumPy, Scikit-learn)

• SQL

• Knowledge of SAS or R is an advantage

• Strong command of English (due to international project exposure);

• Czech language is an advantage, but not a requirement;

• German language is an advantage, but not a requirement;

• Ability to independently analyze complex problems and propose practical solutions;

• Proactive mindset and strong analytical thinking;

• Strong collaboration skills and a good team fit, with a focus on long-term cooperation.

You'll continuously learn and grow your skills with us. We offer structured development programs and a wide range of training opportunities. You'll have access to Coursera, language courses, as well as mentoring, counseling, and internal coaching.

• Company

(technical discussion and project experience).

• You can expect