Credit Risk Modelling Senior Associate

PwC Canada

Base: $73,400 - $122,400 cad; bonus/equity: variab...
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Retail and wholesale credit risk modeling
Ifrs9 and cecl allowance modeling
Ai/ml/genai model development and validation
** PwC Canada is seeking a Credit Risk Modelling Senior Associate to join its Financial Risk Management team, focusing on developing and validating credit risk models for financial institutions. The role requires proficiency in financial services risk practices, AI/ML modeling, and strong analytical skills. **

Job Summary

  • This role offers the opportunity to help financial institutions rethink their approach to risk by developing distinctive strategies and creating capabilities.
  • The team focuses on predictive modeling needs including expected credit loss measurement, capital measurement, and stress testing using advanced AI technologies.
  • PwC Canada is committed to cultivating an inclusive, hybrid work environment with competitive compensation and opportunities for variable incentive pay.

Matching Summary

Match Score: 75

** PwC Canada is seeking a Credit Risk Modelling Senior Associate to join its Financial Risk Management team, focusing on developing and validating credit risk models for financial institutions. The role requires proficiency in financial services risk practices, AI/ML modeling, and strong analytical skills. **

Salary

Base: $73,400 - $122,400 CAD; Bonus/Equity: Variable incentive pay programs available; Benefits: Competitive compensation package and inclusive benefits

Skills & Requirements

Must-have

  • Retail and wholesale credit risk modeling
  • IFRS9 and CECL allowance modeling
  • AI/ML/GenAI model development and validation
  • Python, R, SQL, SAS programming proficiency
  • Basel regulatory capital and stress testing

Nice-to-have

  • Vertex AI or Azure AI platform experience
  • PRM, FRM, or CFA designation
  • Climate risk modeling knowledge
  • Thought leadership and white paper creation
  • Client proposal and presentation skills

Key Requirements

  • Master's degree in Statistics, Mathematics, Physics, Engineering, Financial Engineering, or Data Science
  • Proficient experience in financial services risk practices and credit risk modeling
  • No visa sponsorship available

Work Rights

Not specified

Tailored Resume

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