Contribute to creating a better tomorrow by advising leading financial services organisations on a wide variety of risk and capital management issues
Job Summary
Contribute to creating a better tomorrow by advising leading financial services organisations on a wide variety of risk and capital management issues.
Support clients in areas such as capital requirement calculation, IRB modelling, credit VaR, credit pricing, business modelling including early warning systems, and collection models.
PwC offers a culture of flexibility, infinite learning and growing, rewards that matter, diversity & inclusion, sustainable mobility, and well-being.
Matching Summary
Contribute to creating a better tomorrow by advising leading financial services organisations on a wide variety of risk and capital management issues.
Skills & Requirements
Must-have
Credit risk quantification
IRB modelling
Basel Accord and recent developments
IFRS 9 requirements
Python, R or SAS programming
Nice-to-have
Strengthen client relationships
Develop new business networks
Consultancy on regulatory developments
Non-regulatory modeling projects
Key Requirements
4 to 8 years of professional experience
Master’s degree or PhD in quantitative discipline
Experience in regulatory models (development and/or validation)
Knowledge of risk management framework
Excellent written and oral communication skills in English