PwC India | IN_ Senior Associate_Credit Risk Quant_FS-Captive_Advisory_Gurgaon

Responsibilities

• PwC India is seeking an experienced Credit Risk Quantitative Analyst to join our team.
• The ideal candidate will have a strong background in model development or validation, with a focus on credit risk management.
• This role requires expertise in IFRS 9, CECL, 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.
• Develop and/or validate credit risk models, including Probability of Default (PD), Loss Given Default (LGD), and.
• Ensure compliance with IFRS 9, CECL, 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.
• Provide insights and recommendations to improve credit risk management practices and strategies.
• Participate in internal and external audits, addressing any findings related to credit risk models.

Qualifications

• Proven experience in credit risk model development or validation, particularly under IFRS 9 and 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.

PwC

PwC is one of the Big Four professional services networks, providing assurance, tax and advisory services. It was formed in 1998 by the merger of Price Waterhouse and Coopers & Lybrand.

PwC network firms in India and PwC's Acceleration Centers hire chartered accountants and finance professionals for audit, internal audit and risk assurance, tax, deals and consulting roles.

• Industry: Assurance, tax and advisory (Big Four)
• Headquarters: London, UK
• In India: PwC network firms and Acceleration Centers in several Indian cities