Credit Risk Modelling Senior Associate (bilingual Fr/en)

PwC

Canada
Base: $73,400 - $122,400; bonus/equity: variable i...
Hybrid
Retail and wholesale credit risk modeling
Ifrs 9 ecl and cecl allowance modeling
Basel regulatory capital and stress testing
PwC is seeking a bilingual Credit Risk Modelling Senior Associate to join their Financial Services Risk and Regulatory team in Canada. The role involves developing and validating credit risk models and requires expertise in financial risk management, predictive modeling, and strong communication skills in both English and French

Job Summary

  • This role offers the opportunity to help financial institutions rethink their approach to risk by developing distinctive strategies and creating capabilities.
  • Responsibilities include developing, validating, and implementing retail and wholesale credit risk methodologies including Basel regulatory capital models.
  • The position requires fluency in both English and French to support collaboration with diverse clients and stakeholders across Canada.

Matching Summary

Match Score: 85

PwC is seeking a bilingual Credit Risk Modelling Senior Associate to join their Financial Services Risk and Regulatory team in Canada. The role involves developing and validating credit risk models and requires expertise in financial risk management, predictive modeling, and strong communication skills in both English and French.

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
  • 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
  • Fluency in English and French languages

Nice-to-have

  • GenAI and cloud technology expertise
  • Climate risk modeling experience
  • Creative problem-solving abilities
  • Thought leadership and white paper writing
  • Collaborative client relationship building

Key Requirements

  • Master's degree in Economics, Statistics, Mathematics, or related field
  • Experience in financial services risk practices and credit modeling
  • PRM, FRM, or CFA designation (preferred)
  • Bilingual proficiency in English and French required

Work Rights

Not specified

Tailored Resume

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