Credit Risk Modelling Senior Associate

PwC Canada

$73,400 - $122,400 py
Hybrid
Credit risk modeling techniques
Model development and validation
Ai/ml modeling platforms
Help financial institutions rethink their approach to risk by developing a distinctive strategy and creating capabilities and performance

Job Summary

  • Help financial institutions rethink their approach to risk by developing a distinctive strategy and creating capabilities and performance.
  • Assist with credit risk modeling, model risk management as well as AI/ML/GenAI modeling for financial institutions.
  • Collaborate with team members to lead and develop compelling client proposals, white papers, and thought leadership.

Matching Summary

Help financial institutions rethink their approach to risk by developing a distinctive strategy and creating capabilities and performance.

Salary

$73,400 - $122,400

Skills & Requirements

Must-have

  • Credit risk modeling techniques
  • Model development and validation
  • AI/ML modeling platforms
  • Python, R, SQL, SAS, C++ programming

Nice-to-have

  • Creative problem-solving
  • Client relationship building
  • Thought leadership development

Key Requirements

  • Master's degree in Statistics, Mathematics, Physics, Engineering, Financial Engineering, Data Science
  • Proficient experience in financial services risk practices
  • Significant experience in AI/ML modeling platforms (Vertex AI, Azure AI preferred)
  • Significant experience in Python, R, SQL, SAS, C++
  • PRM, FRM or CFA designation would be an asset

Work Rights

Not specified

Tailored Resume

Cover Letter