Credit Risk Modelling Senior Associate

PwC UK

Toronto, Canada
Base: $73,400 - $122,400; bonus/equity: not specif...
Hybrid
Retail and wholesale credit risk modeling
Ifrs9 and cecl allowance modeling
Ai/ml/genai model development and validation
Help financial institutions assess, design, and develop solutions to manage risk and transform complexity into a sustainable advantage

Job Summary

  • Help financial institutions assess, design, and develop solutions to manage risk and transform complexity into a sustainable advantage.
  • Assist with credit risk modeling, model risk management, and AI/ML/GenAI modeling for financial institutions.
  • Collaborate with team members to develop compelling client proposals, white papers, and thought leadership on topics like Machine Learning, GenAI, and climate risk modeling.

Matching Summary

Help financial institutions assess, design, and develop solutions to manage risk and transform complexity into a sustainable advantage.

Salary

Base: $73,400 - $122,400; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Retail and Wholesale credit risk modeling
  • IFRS9 and CECL allowance modeling
  • AI/ML/GenAI model development and validation
  • Credit risk processes and analytics
  • Python, R, SQL, SAS, C++ programming

Nice-to-have

  • Creative problem-solving abilities
  • Leveraging technology vendors
  • 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
  • Proven ability in AI platforms (Vertex AI, Azure AI)
  • Significant experience in programming languages (Python, R, SQL, SAS, C++)
  • PRM, FRM or CFA designation (asset)

Work Rights

Not specified

Tailored Resume

Cover Letter