IN-Senior Associate_ Credit Risk BA_Captive Financial Services_Advisory_Bengaluru
Job Summary
Job Description
- Credit Risk BA
- Experience in credit risk modeling, IRB, IFRS9, ECL, Stress Testing
- SAS/Basel
- Experience with RWA and capital calculation methodology
6 skills required
Job Details
Line of Service
AdvisoryIndustry/Sector
Not ApplicableSpecialism
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 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: The ideal candidate should have a working knowledge of Basel / SAS , Regulatory Reporting IRB, IFRS9, ECL, Stress Testing, PD LGD EAD modelling or model validation techniques for wholesale and retail portfolios. Experience in working on RWA and Capital Calculation methodology is a plus. The ideal candidate must have expertise in Python and SAS programming. Worked as a BA.
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 BA
Preferred skill sets:
SAS/Basel
Years of experience required:
3+ Years
Education qualification:
Master’s or Ph.D. degree
Education (if blank, degree and/or field of study not specified)
Degrees/Field of Study required: Doctor of Philosophy, Master DegreeDegrees/Field of Study preferred:Certifications (if blank, certifications not specified)
Required Skills
Credit Risk ModelingOptional 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
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About The Company
At PwC, our purpose is to build trust in society and solve important problems. We’re a network of firms in 152 countries with over 327,000 people who are committed to delivering quality in assurance, advisory and tax services. Find out more and tell us what matters to you by visiting us at www.pwc.com. PwC refers to the PwC network and/or one or more of its member firms, each of which is a separate legal entity.
Content on this page has been prepared for general information only and is not intended to be relied upon as accounting, tax or professional advice. Please reach out to your advisors for specific advice.
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