Senior Associate_ Credit Risk BA_Captive Financial Services

Job Description

In regulatory risk compliance at PwC, you will focus on confirming adherence to regulatory requirements and mitigating risks for clients. You will provide guidance on compliance strategies and help clients navigate complex regulatory landscapes. Credit Risk Model Development or Validation experience covering IRB, IFRS9, ECL, Stress Testing, PD LGD and EAD modelling across retail and wholesale portfolios. Document the detailed model methodology including model assumptions, limitations, and weaknesses. Perform exploratory analysis of data and mitigate gaps. Should be proficient in handling historical data, perform statistical analysis to assess the quality of data to be used in models and mitigate issues. Prepare and deliver presentations to clients on credit risk management topics. Stay up to date with industry trends, regulations, and best practices related to credit risk management. Work collaboratively with other PwC teams to deliver integrated solutions to clients. Experience of building and maintaining stakeholder relationships Mandatory skill sets Credit Risk BA Preferred skill sets SAS/Basel Education qualification Master s or Ph.D. degree Education Degrees/Field of Study required Doctor of Philosophy, Master Degree Required Skills Credit Risk Modeling Optional Skills Accepting Feedback, Accepting Feedback, Active Listening, Analytical Thinking, AntiBribery, AntiMoney Laundering Compliance, Business Ethics, Code of Ethics, Communication, Compliance and Governance, Compliance and Standards, Compliance Auditing, Compliance Frameworks, Compliance Program Implementation, Compliance Reporting, Compliance Review, Compliance Risk Assessment, Compliance Training, Controls Compliance, Creativity, Cybersecurity Risk Management, Data Analysis and Interpretation, Data Protection Management (DPM), Disability Support, Embracing Change