Job Description

Line of Service AdvisoryIndustry/Sector FS X-SectorSpecialism RiskManagement Level Senior Associate & 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.Mandatory Skill Set- IFRS 9 / CECL
Preferred Skill Set- Credit Risk Model Development/Validation/ Monitoring
Year of experience required-
SA - 5+ years
Manager - 8+ years
Qualifications-Any Post Graduation / Graduation
Skill: IFRS 9 / CECL
Description:
1.Knowledge of credit risk models for the credit portfolios (Wholesale and Retail), experience in
Model Life-cycle and Governance in Model Development/Validation/ Monitoring
2.Working knowledge of statistical methods and tools such as logistic regression, Bayesian
statistics, the Markov chain process, and time series analysis;
3. Knowledge of credit risk models PD, EAD, and LGD, IFRS 9, Basel II IRB approach for
credit risk, logistic and linear regression models and data flows;
4. Exposure to Tools like SAS and SQL, Python (Preferred)
Additional Skillset:
SAS, Python (Preferred), SQL
Product/ Industry Knowledge:
Banking - Wholesale, Retail Credit, Investment,Mandatory skill sets-Sub ledger BA
Preferred skill sets-Product Control
Year of experience required-4+ Years
Qualifications-Post GraduationEducation (if blank, degree and/or field of study not specified) Degrees/Field of Study required:Degrees/Field of Study preferred:Certifications (if blank, certifications not specified)Required Skills Product ControllingOptional SkillsDesired Languages (If blank, desired languages not specified)Travel RequirementsAvailable for Work Visa Sponsorship?Government Clearance Required?Job Posting End Date

PwC