IN_Senior Associate _ Credit Risk Quant _ Financial Services Risk_Advisory_ at pwc

Mumbai, maharashtra, India -

Full Time

Start Date

Immediate

Expiry Date

08 Feb, 26

Salary

0.0

Posted On

10 Nov, 25

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Credit Risk Management, Statistical Modelling, Programming Skills, Project Management, Communication Skills, Team Collaboration, Client Engagement, Model Development, Model Validation, Regulatory Compliance, Data Analysis, Presentation Skills, Analytical Skills, Market Trends Knowledge, Risk Management, Quantitative Analysis

Industry

Professional Services

Description

Line of Service Advisory Industry/Sector FS X-Sector Specialism Risk Management Level Senior Associate Job Description & Summary At PwC, our people in risk and compliance focus on maintaining regulatory compliance and managing risks for clients, providing advice, and solutions. They help organisations navigate complex regulatory landscapes and enhance their internal controls to mitigate risks effectively. In regulatory risk compliance at PwC, you will focus on confirming adherence to regulatory requirements and mitigating risks for clients. You will provide guidance on compliance strategies and help clients navigate complex regulatory landscapes. Why PWC At 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: · Bachelor's or Master's degree in finance, economics, mathematics, or a related field · 4+ years of relevant experience in credit risk management, with knowledge of PD/LGD/EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario analysis, IRB, IFRS 9, CCEL, credit rating models, and other credit risk models · Advanced statistical and quantitative modelling skills: Linear regression, logistic regression, ARIMA modelling, Markov Chain, Merton Model, and other data mining/predictive modelling skills · Strong programming skills in Python, R, SAS, Excel VBA, and other programming languages · Good soft skills, including effective communication, team collaboration, and client engagement · Strong project management skills · FRM, CFA, CQF would be a plus Responsibilities: · Expert in the Model development primarily for PD/LGD/EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario analysis, IRB, IFRS 9, CCEL, credit rating models, and other credit risk models for retail, commercial or wholesale domain as per regulatory guidelines such as Capital Requirement Regulation (CRR) / Capital Regulation Directive (CRD) IV/ IFRS9 and BASEL · Expert in the Model validation process involves understanding of model validation/ Risk Management guidelines such as SR 11/7 and SS 3/18, model development document, testing, and benchmarking and report writing · Sound knowledge of current market trends and the regulatory agenda related to credit risk models particularly from a UK/US/European context · Ability to independently review model documentations, undertake appropriate qualitative & quantitative analysis and author high quality analytical documentation · Assist clients in developing and implementing credit risk models, providing advice and guidance as needed · Prepare and deliver presentations to clients on credit risk topics · Manage projects and ensure deliverables are completed on time and within budget · Good written and verbal communication and presentation skills and ability to build report with the stakeholders to suggest the solution and communicate the impacts Mandatory skill sets: Credit Risk Quant Preferred skill sets: Model Development / Validation Years of experience required: 4 to 7 Years Education qualification: MBA/CA Education (if blank, degree and/or field of study not specified) Degrees/Field of Study required: Master of Business Administration, Chartered Accountant Diploma Degrees/Field of Study preferred: Certifications (if blank, certifications not specified) Required Skills LCR Meters Optional Skills Accepting Feedback, Accepting Feedback, Active Listening, Analytical Thinking, Anti-Bribery, Anti-Money Laundering Compliance, Business Ethics, Code of Ethics, Communication, Compliance and Governance, Compliance and Standards, Compliance Auditing, Compliance Frameworks, Compliance Program Implementation, Compliance Reporting, Compliance Review, Compliance Risk Assessment, Compliance Training, Controls Compliance, Creativity, Cybersecurity Risk Management, Data Analysis and Interpretation, Data Protection Management (DPM), Disability Support, Embracing Change {자세히(30)} Desired Languages (If blank, desired languages not specified) Travel Requirements Not Specified Available for Work Visa Sponsorship? No Government Clearance Required? No Job Posting End Date Are you ready to make a difference? Want to unlock new value by applying your unique perspective and talents? You can grow exponentially at PwC. Here, you can uncover hidden talents, build lifelong relationships rooted in trust and empathy and turn challenges into opportunities for innovation. We’ll help you grow your skills through challenging, meaningful work so you can go further.

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Responsibilities

The role involves developing and validating credit risk models in compliance with regulatory guidelines. You will assist clients in implementing these models and prepare presentations on credit risk topics.