Credit Risk Modelling Senior Associate (bilingual Fr/en)

PwC Canada

Canada
Base: $73,400 - $122,400; bonus/equity: variable i...
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Retail and wholesale credit risk modeling
Ifrs 9 ecl and cecl allowance modeling
Basel regulatory capital models
** PwC Canada is seeking a bilingual (French/English) Credit Risk Modelling Senior Associate to join their Financial Services Risk and Regulatory team. This role involves developing, validating, and implementing credit risk models while collaborating with clients to transform risk into a sustainable advantage. **

Job Summary

  • The role involves helping financial institutions rethink their approach to risk by developing distinctive strategies and creating capabilities.
  • Responsibilities include the development, validation, and implementation of credit risk methodologies for retail and wholesale sectors.
  • Candidates must be fluent in both English and French to support collaboration with diverse stakeholders.

Matching Summary

Match Score: 75

** PwC Canada is seeking a bilingual (French/English) Credit Risk Modelling Senior Associate to join their Financial Services Risk and Regulatory team. This role involves developing, validating, and implementing credit risk models while collaborating with clients to transform risk into a sustainable advantage. **

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 models
  • Python, R, SQL, SAS, or C++ programming
  • Model development and validation experience

Nice-to-have

  • GenAI and machine learning expertise
  • Climate risk modeling knowledge
  • PRM, FRM, or CFA designation
  • Thought leadership and white paper writing
  • Client proposal development skills

Key Requirements

  • Master's degree in Economics, Statistics, Mathematics, or related field
  • Fluency in English and French languages
  • Experience with quantitative credit risk measurement methodologies

Work Rights

Not specified

Tailored Resume

Cover Letter