Credit Risk Modelling Senior Associate at PwC
PwC South Africa • toronto, Canada
Role Description
Join PwC as a Senior Associate specializing in Credit Risk Modelling, where your skills in predictive modeling and AI will help shape financial risk management solutions.
As part of our Financial Risk Management team, you will be responsible for developing and validating methodologies critical to assessing credit risk. Your expertise will guide clients in managing risks across various asset classes, ensuring they have robust strategies for regulatory capital and economic capital modeling.
Key Responsibilities:
• Model development and validation for credit risk methodologies
• Collaborate on internal audits of risk rating procedures
• Implement AI/ML technologies for client solutions
• Support clients in model risk governance and control activities
• Create compelling proposals and thought leadership content
Requirements:
• Extensive knowledge of credit risk measurement methodologies
• Experience with AI platforms, such as Azure AI
• Master’s degree in S...
As part of our Financial Risk Management team, you will be responsible for developing and validating methodologies critical to assessing credit risk. Your expertise will guide clients in managing risks across various asset classes, ensuring they have robust strategies for regulatory capital and economic capital modeling.
Key Responsibilities:
• Model development and validation for credit risk methodologies
• Collaborate on internal audits of risk rating procedures
• Implement AI/ML technologies for client solutions
• Support clients in model risk governance and control activities
• Create compelling proposals and thought leadership content
Requirements:
• Extensive knowledge of credit risk measurement methodologies
• Experience with AI platforms, such as Azure AI
• Master’s degree in S...