Credit Risk Modelling Senior Associate

PwC Canada

Base: $73,400 - $122,400; bonus/equity: variable i...
Hybrid
Retail and wholesale credit risk modeling
Ifrs9 and cecl allowance modeling
Python r sql sas c++ programming
This role offers the opportunity to help financial institutions rethink their approach to risk by developing distinctive strategies and creating capabilities

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 under IFRS9 and CECL frameworks as well as stress testing.
  • PwC Canada is committed to cultivating an inclusive hybrid work environment with competitive compensation and comprehensive benefits.

Matching Summary

This role offers the opportunity to help financial institutions rethink their approach to risk by developing distinctive strategies and creating capabilities.

Salary

Base: $73,400 - $122,400; 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
  • Python R SQL SAS C++ programming
  • Model development and validation
  • Basel regulatory capital models

Nice-to-have

  • Vertex AI or Azure AI platform experience
  • Generative AI (GenAI) modeling expertise
  • Climate risk modeling knowledge
  • PRM FRM or CFA designation
  • Thought leadership and white paper creation

Key Requirements

  • Master's degree in Statistics Mathematics Physics Engineering Financial Engineering Data Science
  • Proficient experience in financial services risk practices
  • Proven ability in at least one main AI platform like Vertex AI or Azure AI

Work Rights

Not specified

Tailored Resume

Cover Letter