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IN-Associate _ Credit Risk Quant _ Captive Financial Services_Advisory_Bengaluru
PwCBengaluru Millenia
Onsite
Full-time
Line of Service
AdvisoryIndustry/Sector
FS X-SectorSpecialism
OperationsManagement Level
AssociateJob Description & Summary
We are seeking highly motivated and skilled Senior or Lead Business Analysts to join our Business Performance Management and Client Analytics team. In this role, you will be responsible for analysing business performance and client data across various Investment Banking, Retail Banking, Corporate & Institutional Banking, Wealth Management, Private Banking Business.*Why PWC
At PwC, you will be part of a vibrant community of solvers that leads with trust and creates distinctive outcomes forour clients and communities. This purpose-led and values-driven work, powered by technology in an environment that drives innovation, will enable you to make a tangible impact in the real world. We reward your contributions, support your wellbeing, and offer inclusive benefits, flexibility programmes and mentorship that will help you thrive in work and life. Together, we grow, learn, care, collaborate, and create a future of infinite experiences foreach other. Learn moreabout us.
At PwC, we believe in providing equal employment opportunities, without any discrimination on the grounds of gender, ethnic background, age, disability, marital status, sexual orientation, pregnancy, gender identity or expression, religion or other beliefs, perceived differences and status protected by law. We strive to create an environment where each one of our people can bring their true selves and contribute to their personal growth and the firm’s growth. To enable this, we have zero tolerance for any discrimination and harassment based on the above considerations. "
Job Description & Summary:
- Bachelor's or Master's degree in finance, economics, mathematics, or a related field
- 6+ years of relevant experience in credit risk management, with knowledge of PD/LGD/EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario analysis, IRB, IFRS 9, CCEL, credit rating models, and other credit risk models
- Advanced statistical and quantitative modelling skills: Linear regression, logistic regression, ARIMA modelling, Markov Chain, Merton Model, and other data mining/predictive modelling skills
- Strong programming skills in Python, R, SAS, Excel VBA, and other programming languages
- Good soft skills, including effective communication, team collaboration, and client engagement
- Strong project management skills
- FRM, CFA, CQF would be a plus
Responsibilities:
- Expert in the Model development primarily for PD/LGD/EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario analysis, IRB, IFRS 9, CCEL, credit rating models, and other credit risk models for retail, commercial or wholesale domain as per regulatory guidelines such as Capital Requirement Regulation (CRR) / Capital Regulation Directive (CRD) IV/ IFRS9 and BASEL
- Expert in the Model validation process involves understanding of model validation/ Risk Management guidelines such as SR 11/7 and SS 3/18, model development document, testing, and benchmarking and report writing
- Sound knowledge of current market trends and the regulatory agenda related to credit risk models particularly from a UK/US/European context
- Ability to independently review model documentations, undertake appropriate qualitative & quantitative analysis and author high quality analytical documentation
- Assist clients in developing and implementing credit risk models, providing advice and guidance as needed
- Prepare and deliver presentations to clients on credit risk topics
- Manage projects and ensure deliverables are completed on time and within budget
- Good written and verbal communication and presentation skills and ability to build report with the stakeholders to suggest the solution and communicate the impacts
Mandatory skill sets:
Credit Risk Quant
Preferred skill sets:
Model Development / Validation
Years of experience required:
2+ Years
Education qualification:
MBA/CA
Education (if blank, degree and/or field of study not specified)
Degrees/Field of Study required: Bachelor Degree, Master DegreeDegrees/Field of Study preferred:Certifications (if blank, certifications not specified)
Required Skills
Capital MarketsOptional Skills
Accepting Feedback, Accepting Feedback, Active Listening, Anti-Bribery, Anti-Money Laundering Compliance, Business Ethics, Code of Ethics, Communication, Compliance and Governance, Compliance and Standards, Compliance Auditing, Compliance Frameworks, Compliance Program Implementation, Compliance Reporting, Compliance Review, Compliance Risk Assessment, Compliance Training, Controls Compliance, Cybersecurity Risk Management, Data Analysis and Interpretation, Data Protection Management (DPM), Disability Support, Emotional Regulation, Empathy, Ethics Training {+ 25 more}Desired Languages (If blank, desired languages not specified)
Travel Requirements
Not SpecifiedAvailable for Work Visa Sponsorship?
NoGovernment Clearance Required?
NoJob Posting End Date
IN-Associate _ Credit Risk Quant _ Captive Financial Services_Advisory_Bengaluru
Location
Bengaluru Millenia
Workplace
Onsite
Type
Full-time