Credit Risk Modelling Senior Associate

PwC Canada

Canada
Base: $73,400 - $122,400 cad; bonus/equity: variab...
Hybrid
Retail and wholesale credit risk modeling
Ifrs9 and cecl allowance modeling
Python r sql sas or c++ programming
PwC Canada is seeking a Credit Risk Modelling Senior Associate to join their Financial Services Risk & Regulatory Group, focusing on credit risk modeling and management. The role involves developing and validating risk models using advanced technologies like AI and machine learning, while collaborating with clients to address complex business challenges

Job Summary

  • This role offers the opportunity to help financial institutions rethink their approach to risk by developing distinctive strategies and creating capabilities.
  • You will be responsible for model development, validation, and internal audit of retail and wholesale credit risk methodologies including Basel regulatory capital models.
  • The position involves leveraging Artificial Intelligence and Generative AI to transform risk complexity into a sustainable advantage for clients.

Matching Summary

Match Score: 85

PwC Canada is seeking a Credit Risk Modelling Senior Associate to join their Financial Services Risk & Regulatory Group, focusing on credit risk modeling and management. The role involves developing and validating risk models using advanced technologies like AI and machine learning, while collaborating with clients to address complex business challenges.

Salary

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

Skills & Requirements

Must-have

  • Retail and wholesale credit risk modeling
  • IFRS9 and CECL allowance modeling
  • Python R SQL SAS or C++ programming
  • AI ML GenAI model development and validation
  • Basel regulatory capital stress testing

Nice-to-have

  • Vertex AI or Azure AI platform experience
  • PRM FRM or CFA designation
  • Thought leadership and white paper writing
  • Client proposal and presentation skills
  • Climate risk modeling knowledge

Key Requirements

  • Master's degree in Statistics Mathematics Physics Engineering Financial Engineering Data Science
  • Proficient experience in financial services risk practices
  • Proven ability in quantitative credit risk measurement methodologies

Work Rights

Not specified

Tailored Resume

Cover Letter