PwC India
IN-Manager Credit Risk Quant FST-CT,C&M Advisory Mumbai
Mumbai Shivaji Park · Full-time
Job summary
Prior experience with Banks / NBFCs, preferably with mid office experience in - credit policy & processes, credit ratings/scoring, credit risk modelling, regulatory requirements and preferably should have played a role in defining them
Role description
Responsibilities
a) Understanding of the wholesale, retail and other lending (like Micro Finance) products; b) Sound knowledge on Regulatory and accounting areas like Basel Accords and IFRS 9 (ECL) c) Experience in wholesale / retail model (risk parameter estimations like PD, LGD, EAD, pooling) development and validations d) Understanding of credit processes, compliances and regulatory requirements e) Ability to take an integrated approach to Enterprise Risk Management (ERM) The candidate also needs to have proficiency in one of the following: I. Prior experience in advising Banks/ NBFCs/ Insurance on the above areas II. Prior experience with Banks / NBFCs, preferably with mid office experience in - credit policy & processes, credit ratings/scoring, credit risk modelling, regulatory requirements and preferably should have played a role in defining them >> THE INDIVIDUAL 1. Prior experiences in managing and motivating the team in risk related areas 2. Strong ability to map client business requirements and convert the same to a viable business proposition 3. Strong communication skills with client facing experience 4. Lead by example and motivate the team; Good attitude and be a part of team player 5. Ability to interact and make presentations at the CXO level 6. Provide strategic decisions to team and clients 7. Prior working knowledge with open solutions like R/Python is preferred 8. Will be able to take responsibility on revenue numbers and bring new clients to the group
Eligibility
· Qualified CAs or Postgraduate with - with minimum 6 years of experience in Banks, Rating Agencies, Consulting Firms, Analytical Software Companies Education Degrees/Field of Study required: Bachelor of Technology, Bachelor of Engineering
Skills
Credit Risk Quant, Model Development / Validation, Creating Shared Value (CSV)