Line of Service Advisory Industry Sector FS X-Sector Specialism Risk Management Level Senior Manager 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 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 Bachelor s or Master s degree in finance economics mathematics or a related field 6 years of relevant experience in credit risk management with knowledge of PD LGD EAD CCAR loss estimation PPNR PRA stress testing Scenario analysis IRB IFRS 9 CCEL credit rating models and other credit risk models Advanced statistical and quantitative modelling skills Linear regression logistic regression ARIMA modelling Markov Chain Merton Model and other data mining predictive modelling skills Strong programming skills in Python R SAS Excel VBA and other programming languages Positive soft skills including effective communication team collaboration and client engagement Strong project management skills FRM CFA CQF would be a plus Responsibilities Expert in the Model development primarily for PD LGD EAD CCAR loss estimation PPNR PRA stress testing Scenario analysis IRB IFRS 9 CCEL credit rating models and other credit risk models for retail commercial or wholesale domain as per regulatory guidelines such as Capital Requirement Regulation CRR Capital Regulation Directive CRD IV IFRS9 and BASEL Expert in the Model validation process involves understanding of model validation Risk Management guidelines such as SR 11 7 and SS 3 18 model development document testing and benchmarking and report writing Sound knowledge of current market trends and the regulatory agenda related to credit risk models particularly from a UK US European context Ability to independently review model documentations undertake appropriate qualitative quantitative analysis and author high quality analytical documentation Assist clients in developing and implementing credit risk models providing advice and guidance as needed Prepare and deliver presentations to clients on credit risk topics Manage projects and ensure deliverables are completed on time and within budget Good written and verbal communication and presentation skills and ability to build report with the stakeholders to suggest the solution and communicate the impacts Mandatory skill sets Credit Risk Quant Preferred skill sets Model Development Validation Years of experience required 12 Years Education qualification MBA CA Education if blank degree and or field of study not specified Degrees Field of Study required Master of Business Administration Chartered Accountant Diploma Degrees Field of Study preferred Certifications if blank certifications not specified Required Skills LCR Meters Optional Skills Accepting Feedback Accepting Feedback Active Listening Analytical Thinking Anti-Bribery Anti-Money Laundering Compliance Business Ethics Coaching and Feedback 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 38 more Desired Languages If blank desired languages not specified Travel Requirements Not Specified Available for Work Visa Sponsorship No Government Clearance Required No Job Posting End Date

📌 In-senior Manager Credit Risk Quant Advisory Corporate Advisory Pune
🏢 PwC
📍 Pune