IN-Senior Manager_ Credit Risk Quant_Captive Financial Services_Advisory_Gurgaon

PWC

5 - 10 years

Gurugram

Posted: 12/1/2024

Job Description

Line of Service

Advisory

Industry/Sector

FS X-Sector

Specialism

Operations

Management Level

Senior Associate

Job Description & Summary

A career within Financial Risk and Regulatory services, will provide you with the opportunity to help business leaders embed a proactive and dynamic risk management capability and mind set into their corporate business practices. From strategy through to implementation, we help put in place people, processes and technology so they can leverage financial risk management to identify new opportunities and pursue success as smoothly, systematically and sustainably as possible in the face of changing markets, technologies and competition.

*Why PWC

At PwC, you will be part of a vibrant community of solvers that leads with trust and creates distinctive outcomes for our 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 for each 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:

Experience in Model Development/Validation of Credit Risk Models.
Strong knowledge of Financial Products, Banking Book Products, Credit Risk methodologies, Regulatory Guidelines like IRB.
Strong programming skills in SAS or Basel is preferred .
Excellent analytical and problem-solving skills, with a high attention to detail.
Excellent written and verbal communication skills.

Responsibilities:

Credit Risk Model Development or Validation experience covering IRB, IFRS9, ECL, Stress Testing, PD LGD and EAD modelling across retail and wholesale portfolios.
Document the detailed model methodology including model assumptions, limitations, and weaknesses.
Perform exploratory analysis of data and mitigate gaps.
Should be proficient in handling historical data, perform statistical analysis to assess the quality of data to be used in models and mitigate issues.
Prepare and deliver presentations to clients on credit risk management topics.
Stay up to date with industry trends, regulations, and best practices related to credit risk management.
Work collaboratively with other PwC teams to deliver integrated solutions to clients.
Experience of building and maintaining stakeholder relationships

Mandatory skill sets:

Credit Risk Quant

Preferred skill sets:

Model Development or Validation

Years of experience required:

10+ Years

Education qualification:

Post Graduation or Graduation

Education (if blank, degree and/or field of study not specified)

Degrees/Field of Study required: Bachelor Degree, Master Degree

Degrees/Field of Study preferred:

Certifications (if blank, certifications not specified)

Required Skills

Credit Risks

Optional 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 Specified

Available for Work Visa Sponsorship?

Government Clearance Required?

Job Posting End Date

About Company

PricewaterhouseCoopers (PwC) is a global professional services firm providing audit, tax, and consulting services. PwC helps organizations manage financial risks, comply with regulations, and improve performance through its expertise in industries like finance, healthcare, and technology.

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