Gen AI Credit Risk -Manager - Bangalore
Gen AI Credit Risk -Manager - Bangalore
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Job Description
Line of Service
AdvisoryIndustry/Sector
Not ApplicableSpecialism
Risk ArchitectureManagement Level
ManagerJob Description & Summary
PwC is one of the most prestigious professional services firm in the world serving as the auditor to nearly half of the worlds largest banks. PwC US Risk and Regulatory (R&R) comprises of a highly experienced team of risk management specialists supporting global financial institutions in their risk management initiatives. R&R has significant exposure to and driver of industry leading practices and has deepknowledge of regulatory expectations. R&R professionals experience covers all financial model types including those used to manage credit risk market risk operational risk and compliance riskas well as those used for financial reporting valuations and economic capital estimation.
Risk Analytics Center of Excellence (CoE) is the India extension of R&R practice and provides key risk analytics services to global banks investment firms and asset management entities. It comprises of risk analytics professionals with stellar quantitative pedigree from premier institutions industry certifications in CFA FRM PRM etc. and proven professional credentials in risk modeling and analytics at reputed financial institutions and consulting firms. As an integral part of PwC US R&R Risk Analytics CoE drives risk analytics engagements opportunity pursuits and cuttingedge innovation using data science Artificial Intelligence Machine Learning and Deep Learning.
AI/ML & Credit Risk Analytics Professional Job Specification:
Candidate would be responsible for developing validating auditing and maintaining AI/MLpowered credit risk models. Candidates would be expected to support financial institutions in meeting jurisdictional regulatory requirements and their broader risk management initiatives.
Multiple positions required;
Experience level: 26 years of relevant experience
Location: Bangalore
Role Overview
We are looking for highcaliber professionals with strong foundations in credit risk modeling and handson experience in AI/ML techniques. The ideal candidate will contribute to the development and validation of regulatory and strategic risk models while also applying machine learning and generative AI techniques to enhance model accuracy efficiency and interpretability.
Key Responsibilities
- Develop validate and document credit risk models (PD LGD EAD) for retail and wholesale portfolios across regulatory (CECL IFRS 9 Basel) and businessuse contexts.
- Apply AI/ML algorithms (e.g. LightGBM XGBoost Random Forest Neural Networks) to improve prediction power and model performance beyond traditional approaches.
- Implement Generative AI and LLMbased applications using RAG pipelines document intelligence and model documentation automation. Experience with agentic frameworks like Autogen LangChain or similar would be helpful.
- Experience of development and deployment of models in cloudbased platforms such as Azure AWS GCP etc.
- Design explainable AI solutions by incorporating techniques like SHAP LIME and feature attribution methods to enhance transparency in highstakes modeling environments.
- Partner with crossfunctional teams including business stakeholders technology teams and model governance to ensure model alignment with business objectives and regulatory expectations.
- Contribute to innovation initiatives and support proposal development thought leadership and solution architecture in the AI/ML space.
Required Skills & Experience
- 26 years of total experience with minimum 2 years in AI/ML or GenAI model development or validation.
- Strong understanding of credit risk modeling frameworks scorecard development and risk metrics (e.g. RWA Expected Loss Economic Capital).
- Proficient in Python and SQL with handson experience using ML libraries such as scikitlearn Tensorflow Pytorch and transformerbased LLM packages
- Familiarity with regulatory standards such as CECL IFRS 9 CCAR/DFAST Basel II/III SR 117 and model governance best practices.
- Exposure to cloud environments (Azure preferred) version control (Git) and workflow automation tools.
- Experience with credit bureau data vendor models (e.g. FICO Moodys S&P) and financial benchmarking is a plus.
- Ability to clearly communicate complex technical content to nontechnical stakeholders through reports dashboards and presentations.
Education & Certifications:
- Masters degree or higher in Statistics Mathematics Economics Data Science Engineering or Finance.
- Professional certifications such as FRM CFA CQF or in product management equivalent are preferred.
- Contributions to opensource AI / ML projects and competitions is preferred
Education (if blank degree and/or field of study not specified)
Degrees/Field of Study required:Degrees/Field of Study preferred:Certifications (if blank certifications not specified)
Required Skills
Optional Skills
Accepting Feedback Accepting Feedback Active Listening Algorithm Development Alteryx (Automation Platform) Analytical Thinking Analytic Research Big Data Business Data Analytics Coaching and Feedback Communication Complex Data Analysis Conducting Research Creativity Customer Analysis Customer Needs Analysis Dashboard Creation Data Analysis Data Analysis Software Data Collection DataDriven Insights Data Integration Data Integrity Data Mining Data Modeling 43 moreDesired Languages (If blank desired languages not specified)
Travel Requirements
Not SpecifiedAvailable for Work Visa Sponsorship
NoGovernment Clearance Required
NoJob Posting End Date
Required Experience:
Manager
Employment Type
Full-Time
