Line of Service Advisory Industry Sector Not Applicable Specialism Risk Management Level Senior Associate 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 setting 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 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 Summary Lead the development enhancement and maintenance of IRB credit risk models PD LGD EAD for Retail and Wholesale portfolios ensuring alignment with regulatory standards Basel II III IV ECB PRA SR 11-7 and internal model governance requirements Responsibilities Lead the development enhancement and maintenance of IRB credit risk models PD LGD EAD for Retail and Wholesale portfolios ensuring alignment with regulatory standards Basel II III IV ECB PRA SR 11-7 and internal model governance requirements Develop and maintain credit rating models scorecards for various portfolios support calibration back-testing and performance monitoring Perform quantitative analysis statistical modeling and data exploration to support model design and assumptions Prepare high-quality model documentation including methodology data assessment assumptions limitations model performance and regulatory compliance Present model development approach model performance results findings and recommendations to senior management Model Risk Management MRM teams regulators and key stakeholders Support model implementation testing and deployment working closely with technology validation and audit teams Contribute to counterparty credit risk models and exposure measurement frameworks where required Ensure compliance with model governance and internal control frameworks across the model lifecycle Mentor junior team members and contribute to best practices in quantitative risk modeling Mandatory skill sets Proficiency in Python for statistical modeling data processing and model development Strong SQL skills for data extraction data processing and portfolio analysis Experience with statistical techniques such as logistic linear regression survival models segmentation benchmarking calibration and validation Preferred skill sets Proficiency in Python for statistical modeling data processing and model development Strong SQL skills for data extraction data processing and portfolio analysis Experience with statistical techniques such as logistic linear regression survival models segmentation benchmarking calibration and validation Years of experience required 7 years in Quantitative Model Development roles Big-4 experience preferred Education qualification Mandatory - Graduate Postgraduate Candidates with experience working in Big 4 consulting environments and an academic background from Tier-1 institutes such as IIT ISI or equivalent will be preferred 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 Statistical Data Modeling 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 Available for Work Visa Sponsorship Government Clearance Required Job Posting End Date

📌 In Senior Associate Irb Modelling Captives - Fst Advisory Mumbai (India)
🏢 PwC
📍 India