Credit Risk Manager at PwC Canada
Victoria, Victoria, Australia -
Full Time


Start Date

Immediate

Expiry Date

05 Jan, 27

Salary

120000.0

Posted On

07 Oct, 26

Experience

12 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Yes

Skills

Industry

Banking & Credit

Description

About the job

A career in our Financial Services Risk & Regulatory Credit Risk Modelling practice will provide you with the opportunity to help financial institutions rethink their approach to risk by developing a distinctive strategy and creating capabilities and performance. We play an important part in helping our clients assess, design and develop solutions that not only help them manage risk but also transform risk and complexity into a sustainable advantage. Our team helps financial institutions with predictive modeling needs, including but not limited to, measure and manage the risk associated with borrowers, counterparties or other third parties who have a financial or contractual commitment to them, expected credit loss measurement (IFRS9 and CECL), capital measurement/stress testing. As part of the team, you’ll help with credit risk modeling, model risk management as well as climate risk modeling for financial institutions.


The Opportunity


As a Credit Risk Manager, unlock your potential and embrace the chance to drive meaningful outcomes that’ll elevate your career. Your role will include, but isn’t limited to::


  • Leading the execution of credit risk projects, such as model development, validation, internal audit and implementation of credit risk methodologies including but not limited to obligor and facility risk rating, Basel regulatory capital, economic capital, and stress testing models, allowance for loan and lease loss models (e.g., IFRS9). Assist assurance teams with reviews of clients’ model development and validation processes
  • Collaborating with different lines of business to develop new service offerings such as artificial intelligence/machine learning model risk management, cloud migration and technology transformation
  • Collaborating with team members at various levels to lead and develop compelling client proposals, white papers, thought leadership and points of view, describing the business challenge and proposed business solutions
  • Developing GenAI and agentic AI tools and solutions to deliver enhanced client experiences and internal productivity
  • Provide coaching to team members during project execution as well as career development
  • Build and maintain effective, trusting and collaborative client relationships

What You'll Bring


Your skills, knowledge, and experiences are what set you apart. Here's what we look for:


  • Excellent oral and written communication skills in English. Ability to converse with a wide range of stakeholders to explain complex concepts in easy-to-follow terms
  • Hands on experience in a financial services risk department or professional services firm with credit risk modeling
  • Experience using Retail and Wholesale credit modeling techniques for adjudication, risk management, capital management and allowance calculations (e.g. IFRS9)
  • Development, implementation and assessment of quantitative credit risk measurement methodologies
  • Post secondary degree in Economics, Statistics, Mathematics, Physics, Engineering, Financial Engineering or other relevant fields
  • Advanced analytical, problem solving and multitasking/project management skills
  • Advanced understanding and knowledge of credit risk processes, credit risk analytics, risk rating methodologies, risk management policies and risk management organization structures
  • Exposure to a wide range of retail (consumer and small business) and commercial lending products and processes (such as commercial & industrial loans, commercial real estate, asset-based lending, project finance, leasing, etc.) would be an asset
  • Experience and exposure to AI/ML modeling, including theoretical approach and related technology and platforms (such as Vertex AI, Azure AI, etc. ) would be an asset
  • Experience and exposure to developing GenAI and agentic AI tools and solutions, and related risk management across the GenAI lifecycle would be an asset
  • Proven abilities, especially creative problem-solving, to utilize credit risk management software, data and methodology in the completion of client engagements, including leveraging related technology vendors and their application. Creative thinking is an asset
  • Exceptional commitment to providing excellent client service, by building and maintaining productive relationships with both internal and external clients
  • Significant experience and proven ability in at least one of the following programming languages/software: Python, R, SQL, SAS, C++, etc.
  • A demonstrated commitment to valuing differences, developing and coaching diverse teams, and ensuring diverse perspectives are heard

How To Apply:

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Responsibilities

About the job

A career in our Financial Services Risk & Regulatory Credit Risk Modelling practice will provide you with the opportunity to help financial institutions rethink their approach to risk by developing a distinctive strategy and creating capabilities and performance. We play an important part in helping our clients assess, design and develop solutions that not only help them manage risk but also transform risk and complexity into a sustainable advantage. Our team helps financial institutions with predictive modeling needs, including but not limited to, measure and manage the risk associated with borrowers, counterparties or other third parties who have a financial or contractual commitment to them, expected credit loss measurement (IFRS9 and CECL), capital measurement/stress testing. As part of the team, you’ll help with credit risk modeling, model risk management as well as climate risk modeling for financial institutions.


The Opportunity


As a Credit Risk Manager, unlock your potential and embrace the chance to drive meaningful outcomes that’ll elevate your career. Your role will include, but isn’t limited to::


  • Leading the execution of credit risk projects, such as model development, validation, internal audit and implementation of credit risk methodologies including but not limited to obligor and facility risk rating, Basel regulatory capital, economic capital, and stress testing models, allowance for loan and lease loss models (e.g., IFRS9). Assist assurance teams with reviews of clients’ model development and validation processes
  • Collaborating with different lines of business to develop new service offerings such as artificial intelligence/machine learning model risk management, cloud migration and technology transformation
  • Collaborating with team members at various levels to lead and develop compelling client proposals, white papers, thought leadership and points of view, describing the business challenge and proposed business solutions
  • Developing GenAI and agentic AI tools and solutions to deliver enhanced client experiences and internal productivity
  • Provide coaching to team members during project execution as well as career development
  • Build and maintain effective, trusting and collaborative client relationships

What You'll Bring


Your skills, knowledge, and experiences are what set you apart. Here's what we look for:


  • Excellent oral and written communication skills in English. Ability to converse with a wide range of stakeholders to explain complex concepts in easy-to-follow terms
  • Hands on experience in a financial services risk department or professional services firm with credit risk modeling
  • Experience using Retail and Wholesale credit modeling techniques for adjudication, risk management, capital management and allowance calculations (e.g. IFRS9)
  • Development, implementation and assessment of quantitative credit risk measurement methodologies
  • Post secondary degree in Economics, Statistics, Mathematics, Physics, Engineering, Financial Engineering or other relevant fields
  • Advanced analytical, problem solving and multitasking/project management skills
  • Advanced understanding and knowledge of credit risk processes, credit risk analytics, risk rating methodologies, risk management policies and risk management organization structures
  • Exposure to a wide range of retail (consumer and small business) and commercial lending products and processes (such as commercial & industrial loans, commercial real estate, asset-based lending, project finance, leasing, etc.) would be an asset
  • Experience and exposure to AI/ML modeling, including theoretical approach and related technology and platforms (such as Vertex AI, Azure AI, etc. ) would be an asset
  • Experience and exposure to developing GenAI and agentic AI tools and solutions, and related risk management across the GenAI lifecycle would be an asset
  • Proven abilities, especially creative problem-solving, to utilize credit risk management software, data and methodology in the completion of client engagements, including leveraging related technology vendors and their application. Creative thinking is an asset
  • Exceptional commitment to providing excellent client service, by building and maintaining productive relationships with both internal and external clients
  • Significant experience and proven ability in at least one of the following programming languages/software: Python, R, SQL, SAS, C++, etc.
  • A demonstrated commitment to valuing differences, developing and coaching diverse teams, and ensuring diverse perspectives are heard

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