Credit Risk Modelling Senior Associate (bilingual Fr/en)

PwC UK / PwC Canada

Base: $73,400 - $122,400 cad; bonus/equity: variab...
Hybrid
Retail and wholesale credit risk modeling
Ifrs 9 ecl and cecl allowance modeling
Basel regulatory capital and stress testing
The role involves helping financial institutions rethink their approach to risk by developing distinctive strategies and creating capabilities

Job Summary

  • The role involves helping financial institutions rethink their approach to risk by developing distinctive strategies and creating capabilities.
  • Team members will assist assurance teams with reviews of clients' model development and validation processes while managing model risk governance.
  • PwC Canada offers a competitive compensation package including variable incentive pay programs designed to reward individual and firm-wide achievements.

Matching Summary

The role involves helping financial institutions rethink their approach to risk by developing distinctive strategies and creating capabilities.

Salary

Base: $73,400 - $122,400 CAD; Bonus/Equity: Variable incentive pay programs available; Benefits: Competitive compensation and inclusive benefits

Skills & Requirements

Must-have

  • Retail and wholesale credit risk modeling
  • IFRS 9 ECL and CECL allowance modeling
  • Basel regulatory capital and stress testing
  • Python, R, SQL, SAS, or C++ programming
  • Model development, validation, and implementation

Nice-to-have

  • AI and machine learning model development
  • Climate risk modeling expertise
  • GenAI and cloud technology knowledge
  • Thought leadership and white paper creation
  • Creative problem-solving abilities

Key Requirements

  • Master's degree in Economics, Statistics, Mathematics, or related field
  • Fluency in English and French languages
  • Experience in financial services risk practices
  • PRM, FRM, or CFA designation preferred

Work Rights

Not specified

Tailored Resume

Cover Letter