Pwc
FS X-Sector
INSeniorManagerCreditRiskQuantFinancialServicesRiskAdvisoryGurugram
“IN-Senior Manager_ Credit Risk Quant _ Financial Services Risk_Advisory_Gurugram at Pwc. Skills: Credit Risk Quant, Model Development / Validation. Model development primarily for PD/LGD/EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario analysis, IRB, IFRS 9, CCEL, credit rating models, and other credit risk models for retail, commercial or wholesale domain as per regulatory guidelines such as Capital Requirement Regulation (CRR) / Capital Regulation Directive (CRD) IV/ IFRS9 and BA”
Industry & Context.
Advanced statistical and quantitative modelling skills; Analytical Thinking
Available for Work Visa Sponsorship? No, Government Clearance Required? No
What They're Looking For.
Must Have
4+ years of relevant experience in credit risk management, Master of Business Administration, Chartered Accountant Diploma
Nice to Have
FRM, CFA, CQF
What You'll Do.
Model development primarily for PD/LGD/EAD
CCAR loss estimation & PPNR
and other credit risk models for retail
commercial or wholesale domain as per regulatory guidelines such as Capital Requirement Regulation (CRR) / Capital Regulation Directive (CRD) IV/ IFRS9 and BASEL
Model validation process involves understanding of model validation/ Risk Management guidelines such as SR 11/7 and SS 3/18
model development document
and benchmarking and report writing
Assist clients in developing and implementing credit risk models
providing advice and guidance as needed
Prepare and deliver presentations to clients on credit risk topics
Manage projects and ensure deliverables are completed on time and within budget
How You'll Work.
Team & Collaboration
Team collaboration; Client engagement; Ability to build report with the stakeholders to suggest the solution and communicate the impacts
Communication Scope
Good soft skills, including effective communication; Good written and verbal communication and presentation skills
Process & Methodology
Project management skills, Manage projects and ensure deliverables are completed on time and within budget
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