02 Sep
|
PricewaterhouseCoopers
|
Shivaji Park
02 Sep
PricewaterhouseCoopers
Shivaji Park
Line of Service
Advisory
Industry/Sector
Not Applicable
Specialism
Risk
Management Level
Senior Associate
Job 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 actuarial services at PwC, you will be responsible for analysing and managing financial risks for clients through statistical modelling and data analysis. Your work will generate valuable insights and recommendations to help businesses make informed decisions and mitigate potential risks.
*Why PWC
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:
PwC India is seeking highly skilled Treasury and Liquidity Risk Model Validation Specialist to join our team.
Responsibilities:
Model Validation:
· Independently validate Treasury and Liquidity Risk Models, including liquidity coverage ratio (LCR), net secure funding ratio (NSFR), funding models, and interest rate risk models.
· Review and assess the conceptual soundness, assumptions, mathematical frameworks, and input data used in models.
· Develop and implement testing and benchmarking processes to challenge and validate the models.
· Conduct sensitivity analysis, backtesting, and stress testing to ensure the models perform under various market condit
📌 IN-Senior Associate_ Treasury _FST (Shivaji Park)
🏢 PricewaterhouseCoopers
📍 Shivaji Park