Quantitative Analyst for Credit Risk


Place of work
Contract type
Start date
to be specified
Wage (gross)
1 600 EUR/monthdepending on years of practice

Information about the position

Job description, responsibilities and duties

In Mazars, we are looking for experienced colleague with banking sector background for the Quantitative Analyst position.

audit part:
1. Audit of finance institutions and review of their credit risk models ( PD, LGD, EAD) according to IFRS 9
2. Analysis of finance instruments (bonds, derivatives) and modeling of their cashflows
3. Analysis of heding structure of finance insitutions

advisory part:
1. Propose and develop new models for calculation of credit risk figures
2. Update of existing models
3. Creation of new IFRS 9 for finance institutions

This is a newly created position within our Actuary HUB. Successful candidate can work on tasks within full scope of IFRS 9. Beside that, there is a possibility to cooperate on actuarial tasks to understand whole balance sheet of insurance companies.

Employee perks, benefits

• 3 extra days of holiday from start day
• teambuilding & internal events & business breakfasts,
• Mazars University – online platform for soft skills & technical skills training courses,
• education (contribution to language courses, ACCA education, external & internal training courses ...),
• contribution to cultural & sport & relax activities.
• early finish Fridays,
• annual bonus,
• referral bonus,

Requirements for the employee

Candidates with education suit the position

University education (Master's degree)
Postgraduate (Doctorate)

Educational Specialization

Insurance mathematics, statistics, finance, quantitative methods

Language skills

English - Upper intermediate (B2)

Other knowledge

Microsoft Excel - Advanced
R statistical software - Basic
SAS - Basic
SQL - Advanced

Number of years of experience


Personality requirements and skills

• In case of skillful candidate, ideally at least 1 year practice in credit risk modelling,
• at least 1 year of experience as a Risk Manager,
• suitable for fresh graduate,
• deep knowledge of IFRS9,
• proficient reports English writing skills,
• attention to detail, positive approach (to work, to colleagues, to life) and open mind,
• flexibility and willingness to develop on a daily basis in terms of technical as well as communication skills.


Brief description of the company

Mazars is an international, independent and integrated organisation specialising in audit, accounting, tax and advisory services.

Mazars can rely on the skills of more than 20,000 professionals in the 86 countries. Since it opened in 2000, Mazars in Slovakia has continued to experience strong growth. It offers a full range of audit and consulting services in Bratislava, Košice, Považská Bystrica and Nitra.

If you would like to learn more about our company, please visit www.mazars.sk.

Number of employees

50-99 employees
ID: 4132628  Posting date: 4.10.2021  Basic salary component (gross): 1 600 EUR/month