16 Oct
PricewaterhouseCoopers Services
Shivaji Park
Line of Service
Advisory
Industry/Sector
FS X-Sector
Specialism
Operations
Management Level
Senior Associate
Job Description & Summary
A career within Financial Risk and Regulatory services, will provide you with the opportunity to help business leaders embed a proactive and dynamic risk management capability and mind set into their corporate business practices. From strategy through to implementation, we help put in place people, processes and technology so they can leverage financial risk management to identify new opportunities and pursue success as smoothly, systematically and sustainably as possible in the face of changing markets, technologies and competition.
*Why PWCAt PwC,
you will be part of a vibrant community of solvers that leads with trust and creates distinctive outcomes for our clients and communities. This purpose-led and values-driven work, powered by technology in an environment that drives innovation, will enable you to make a tangible impact in the real world. We reward your contributions, support your wellbeing, and offer inclusive benefits, flexibility programmes and mentorship that will help you thrive in work and life. Together, we grow, learn, care, collaborate, and create a future of infinite experiences for each other. Learn more about us.At PwC, we believe in providing equal employment opportunities, without any discrimination on the grounds of gender, ethnic background, age, disability, marital status, sexual orientation, pregnancy, gender identity or expression, religion or other beliefs, perceived differences and status protected by law.
We strive to create an environment where each one of our people can bring their true selves and contribute to their personal growth and the firm’s growth. To enable this, we have zero tolerance for any discrimination and harassment based on the above considerations. "
Job Description & Summary:
- Experience in Model Development/Validation of Credit Risk Models.
- Strong knowledge of Financial Products, Banking Book Products, Credit Risk methodologies, Regulatory Guidelines like IRB.
- Strong programming skills in SAS or Basel is preferred .
- Excellent analytical and problem-solving skills, with a high attention to detail.
- Excellent written and verbal communication skills.
Responsibilities:
- Credit Risk Model Development or Validation experience covering IRB, IFRS9, ECL, Stress Testing, PD LGD and EAD modelling across retail and wholesale portfolios.
- Document the detailed model methodology including model assumptions, limitations, and weaknesses.
- Perform exploratory analysis of data and mitigate gaps.
- Should be proficient in handling historical data, perform statistical analysis to assess the quality of data to be used in models and mitigate issues.
- Prepare and deliver presentations to clients on credit risk management topics.
- Stay up to date with industry trends, regulations, and best practices related to credit risk management.
- Work collaboratively with other PwC teams to deliver integrated solutions to clients.
- Experience of building and maintaining stakeholder relationships
Mandatory skill sets:
Credit Risk Quant
Preferred skill sets:
Model Development or Validation
Years of experience required:
4 to 6 Years
Education qualification:
Post Graduation or Graduation
Education (if blank, degree and/or field of study not specified)
Degrees/Field of Study required: Master Degree, Bachelor Degree
Degrees/Field of Study preferred:
Certifications (if blank, certifications not specified)
Required Skills
Credit Risks
Optional Skills
Desired Languages (If blank, desired languages not specified)
Travel Requirements
Available for Work Visa Sponsorship?
Government Clearance Required?
Job Posting End Date
▶️ IN-Senior Associate_Credit Risk Quant_Captive Financial Services_Advisory_Mumbai
🖊️ PricewaterhouseCoopers Services
📍 Shivaji Park