Job Description Summary

PwC India is seeking an experienced Credit Risk Quantitative Analyst to join our team. The ideal candidate will have a solid background in model development or validation, with a focus on credit risk management. This role requires expertise in IFCECL, and other key areas relevant to credit risk. The successful candidate will contribute to the development and validation of credit risk models, ensuring compliance with regulatory standards and best practices.

Responsibilities

- Develop and/or validate credit risk models, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models.
- Ensure compliance with IFCECL, and other relevant regulatory requirements.
- Conduct quantitative analysis and stress testing to assess model performance and risk exposure.
- Collaborate with cross-functional teams to gather data, refine model assumptions, and improve model accuracy.
- Document model development and validation processes, including methodologies, assumptions, and findings.
- Provide insights and recommendations to improve credit risk management practices and strategies.
- Stay updated on industry trends, regulatory changes, and advancements in quantitative modeling techniques.
- Participate in internal and external audits,



addressing any findings related to credit risk models.

Qualifications

- Master's or Ph.D. degree in Quantitative Finance, Statistics, Mathematics, Economics, or a related field.
- Proven experience in credit risk model development or validation, particularly under IFand CECL frameworks.
- Strong quantitative and analytical skills, with a solid understanding of statistical and mathematical modeling.
- Proficiency in programming languages such as Python, R, SAS, or MATLAB.
- Familiarity with data management tools and techniques, including SQL and data visualization platforms.
- Excellent communication skills, with the ability to explain complex concepts to non-technical stakeholders.
- Strong attention to detail and the ability to manage multiple projects and deadlines.

Mandatory skill sets

- Credit Risk Model Development or Validation

Preferred skill sets

- Proficiency in programming languages such as SQL

Experience

- 5+ Years

Education

- Master's or Ph.D. degree

Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.

📌 IN_ Senior Associate_Credit Risk Quant_Advisory Corporate (Gurugram)
🏢 PwC Service Delivery Center
📍 Gurugram