IN-Senior Associate_ Credit Risk BA_Captive Financial Services_Advisory_Bengaluru

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