Pwc
SeniorCreditRiskModellingConsultant
“Senior Credit Risk Modelling Consultant at Pwc. Skills: Credit risk modelling, Regulatory frameworks, Quantitative skills. Strengthen client relationships through tailor made professional services. Develop new business networks”
Industry & Context.
Analytical Thinking
Government Clearance Required: Yes
What They're Looking For.
Must Have
4 to 8 years of professional experience in credit risk departments of banks in regulatory models (development and/or validation of PD, LGD and EAD models), Knowledge of a risk management framework (risk appetite framework, risk identification, risk measurement and risk mitigation), Knowledge of Basel Accord and recent developments (Basel IV), Knowledge of general credit risk related regulatory requirements (CRR/CRD IV and IFRS 9 requirements), Knowledge of credit risk quantification: capital requirement calculation, IRB modelling, credit VaR, credit pricing, business modelling including early warning systems, collection models etc, Excellent written and oral communication skills in English
Nice to Have
Interest or qualification in credit risk management, Knowledge of non-regulatory models, Dutch or French language skills
What You'll Do.
Strengthen client relationships through tailor made professional services
Develop new business networks
Prepare and present proposals to clients for end-to-end solutions
Keep track of new regulations and their impact on clients and the market
Provide consultancy on regulatory developments and/or credit risk TRIM remediations
Provide consultancy on credit risk modelling
validation and model audit
Involvement in non-regulatory modeling projects to support the credit business of clients
How You'll Work.
Team & Collaboration
Work closely with colleagues in other areas of advisory especially in delivering cross-functional projects
Communication Scope
Excellent written and oral communication skills in English; Ability to demonstrate these skills effectively across all levels of the organisation
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