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IN-Senior Associate_ Credit Risk Quant_Captive Financial Services_Advisory_Mumbai
PwCMumbai Shivaji Park
Onsite
Full-time
Line of Service
AdvisoryIndustry/Sector
FS X-SectorSpecialism
RiskManagement Level
Senior AssociateJob Description & Summary
At PwC, our people in risk and compliance focus on maintaining regulatory compliance and managing risks for clients, providing advice, and solutions. They help organisations navigate complex regulatory landscapes and enhance their internal controls to mitigate risks effectively.In regulatory risk compliance at PwC, you will focus on confirming adherence to regulatory requirements and mitigating risks for clients. You will provide guidance on compliance strategies and help clients navigate complex regulatory landscapes.
*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 more about 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
- 4+ 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
Preferred skill sets:
Model Development or Validation
Years of experience required:
4 to 7 Years
Education qualification:
MBA/CA
Education (if blank, degree and/or field of study not specified)
Degrees/Field of Study required: Master of Business Administration, Chartered Accountant DiplomaDegrees/Field of Study preferred:Certifications (if blank, certifications not specified)
Required Skills
Credit RiskOptional Skills
Accepting Feedback, Accepting Feedback, Active Listening, Analytical Thinking, 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, Creativity, Cybersecurity Risk Management, Data Analysis and Interpretation, Data Protection Management (DPM), Disability Support, Embracing Change {+ 30 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-Senior Associate_ Credit Risk Quant_Captive Financial Services_Advisory_Mumbai
Location
Mumbai Shivaji Park
Workplace
Onsite
Type
Full-time