CECL & Qual - Associate

As a Data Analyst at PwC, you will focus on leveraging data to drive insights and make informed business decisions. You will utilize advanced analytics techniques to help clients optimize their operations and achieve their strategic goals. Your role will involve utilizing skills in data manipulation, visualization, and statistical modeling to support clients in solving complex business problems. **Responsibilities:** - Work as part of a team of problem solvers, helping to solve complex business issues from strategy to execution - Demonstrate critical thinking and the ability to bring order to unstructured problems - Review your work and that of others for quality, accuracy and relevance - Use a broad range of tools and techniques to extract insights from current industry or sector trends - Delegate to others to provide stretch opportunities, coaching them to deliver results **Key Qualifications:** - Bachelor's Degree Required: Business Administration/Management, Mathematics, Statistics, Finance, Accounting, Economics - Preferred Degree: CA or CS; Certifications in FRM or CFA are a plus - Minimum Years of Experience: 1.5 years to 3 years **Additional Company Details:** As a member of the Risk & Regulatory Advisory team, you will advise financial institutions on a broad range of credit risk management topics including organization and governance, credit process optimization, risk rating model design, build and implementation, and Current Expected Credit Losses (CECL) process and tools. You will work on a team evaluating, designing, and implementing credit risk strategies to support clients in addressing key market challenges focused on credit risk. You are expected to possess knowledge of Allowance for Credit Losses, including methodology, models, and US GAAP requirements under Current Expected Credit Losses (CECL) and knowledge of IFRS 9. Strong writing and communication skills across complex accounting, credit, and model topics are essential for success in this role. Experience in designing, building, and/or validating qualitative reserves for financial institutions across a broad array of asset classes will be beneficial.,