The role involves participating in strategic projects for ALM/ERM risk modeling and regulatory compliance within the insurance or banking sector
Job Summary
The role involves participating in strategic projects for ALM/ERM risk modeling and regulatory compliance within the insurance or banking sector.
Candidates will be responsible for defining calculation methodologies, internal cession rates, and managing economic and regulatory capital through stress testing.
PwC offers an innovative technological environment with access to advanced tools like Tech Lab, Copilot M365, and an AI Factory.
Matching Summary
The role involves participating in strategic projects for ALM/ERM risk modeling and regulatory compliance within the insurance or banking sector.
Skills & Requirements
Must-have
ALM risk modeling expertise
Quantitative programming in SAS R Python
3 years financial institution experience
Regulatory compliance and ILAAP
Stress testing and capital management
Nice-to-have
Data science and blockchain interest
Leadership and team mentoring skills
Curiosity and adaptability traits
Innovation in risk analysis methods
Professional English proficiency B2/C1
Key Requirements
Diploma from engineering, business school, or university in finance/statistics/mathematics
Minimum 3 years of experience in financial institutions or consulting firms
Strong command of SAS, R, Python, and Office suite