Credit Risk Modelling Senior Associate (Bilingual FREN)

Montreal - Canada

Monthly Salary: Not Disclosed

Posted on: 16 hours ago

Vacancies: 1 Vacancy

Job Summary

Line of Service

Assurance

Industry/Sector

Not Applicable

Specialism

Financial Risk

Management Level

Senior Associate

Job Description & Summary

A career in our Financial Services Risk and Regulatory (FS R&R) Credit Risk Modelling practice will provide you with the opportunity to help financial institutions rethink their approach to risk by developing a distinctive strategy and creating capabilities and performance. We play an important part in helping our clients assess design and develop solutions that not only help them manage risk but also transform risk and complexity into a sustainable advantage.

Our team helps financial institutions with predictive modeling needs including but not limited to measure and manage the risk associated with borrowers counterparties or other third parties who have a financial or contractual commitment to them expected credit loss measurement (IFRS 9 ECL and CECL) capital measurement/stress testing. As part of the team youll help with credit risk modeling model risk management as well as climate risk modeling for financial institutions.

Meaningful workyoullbe part of

As a Credit Risk Modelling Senior Associateyoullwork as part of a team of problem solvers helping to solve complex business issues from strategy to execution. Responsibilities include but are not limited to:

Model development validation and implementation of Retail and Wholesale credit risk methodologies including obligor and facility risk rating Basel regulatory capital and economic capital models allowance for loan and lease loss models (e.g. IFRS9).Assistassurance teams with reviews of clients model development and validation processes
AI and machine learning model development and validation
Model risk governance and controls related activities supporting clients in managing model risk across multiple asset classes
Collaborate with the team members at various levels to lead and develop compelling client proposals white papers thought leadership and points of view describing the business challenge and proposed business solution on the topics such as GenAI cloud climate risk modeling etc.
Build andmaintaineffectivetrustingand collaborative client relationships

Experiences and skillsyoulluse to solve

Sufficient experience and exposure to financial services risk practices credit risk modeling including retail and wholesale credit modeling techniques for adjudication capital management and allowance modeling/ or calculations (e.g.IFRS9)
Developmentimplementationand assessment of quantitative credit risk measurement methodologies
Solid understanding and knowledge of credit risk processes credit risk analytics risk rating methodologies risk managementpoliciesand risk management organization structures
Significant experienceand proven ability in at least one of the following programming languages/softwares: Python R SQL SAS C etc.
Masters degree in Economics Statistics Mathematics Physics Engineering Financial Engineering DataScience orother relevant fields would bean asset
PRM FRM or CFA designation would be an asset
Proven abilities especially creative problem-solving toutilizecredit risk management softwaredataandmethodologyin the completion of client engagements including leveraging related technology vendors and their application
Communicationsskillsdemonstratedthrough the ability to write proposals reports presentations etc.
Demonstrated ability to manage and prioritize multiple projects
A demonstrated commitment to valuing differences and working alongside diverse people and perspectives
The successful candidaterequiresfluency in English in addition to French as they willbe requiredto support or collaborate with English-speaking clients colleagues and/or stakeholdersduring the course oftheir employment with PwC Canada
PwC Canada is committed to cultivating an inclusive hybrid work environment. Exact expectations for your team can be discussed with your interviewer

Whyyoulllove PwC

Wereinspiring and empowering our people to change the world. Powered by the latest technologyyoullbe a part of diverse teams helping public and private clients build trust and deliver sustained outcomes. This meaningful work and our continuous development environment will take your career to the next level. We reward your impact and support your wellbeing through a competitive compensation package inclusive benefits and flexibility programs that will help you thrive in work and life. Learn more about our Application Process and Total Rewards Package at: Canada acknowledges that we work and live across Turtle Island on the land that is now known as Canada which are the lands of the ancestral treaty and unceded territories of the First NationsMétisand Inuit Peoples. We recognize the systemic racismcolonialismand oppression that Indigenous Peoples have experienced and still go through and we commit to allyship and solidarity.

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 Actuarial Science Analytical Thinking Communication Complex Data Analysis Creativity Embracing Change Emotional Regulation Empathy Financial Data Mining Financial Modeling Financial Risk Analysis Financial Risk Management Inclusion Intellectual Curiosity Learning Agility Optimism Presenting Financial Reports Risk Analysis Risk Model Implementation Self-Awareness Statistical Analysis Software Statistical Consulting 3 more

Desired Languages (If blank desired languages not specified)

Travel Requirements

Not Specified

Available for Work Visa Sponsorship

Government Clearance Required

Job Posting End Date

At PwC Canada our most valuable asset is our people and we grow stronger as we learn from one another. Were committed to creating an equitable and inclusive community of solvers where everyone feels that they truly belong. We understand that experience comes in many forms and building trust in society and solving important problems is only possible if we reflect the mosaic of the society we live in.

Were committed to providing accommodations throughout the application interview and employment process. If you require an accommodation to be at your best please let us know during the application process.

To learn more about inclusion and diversity at PwC Canada: Be a part of The New Equation.

Chez PwC Canada notre atout le plus précieux cest notre personnel. Et cest en apprenant les uns des autres que nous devenons plus forts. Nous avons à cœur de créer une communauté équitable et inclusive de professionnels de la résolution de problèmes dans laquelle chacun se sent vraiment à sa place. Nous savons que lexpérience peut prendre diverses formes et pour nous donner confiance au public et résoudre des problèmes importants nest possible que si notre milieu de travail reflète la diversité de la société dans laquelle nous vivons.

Nous tenons à répondre à vos besoins tout au long du processus de demande demploi dentrevue et dembauche. Si vous avez besoin de mesures dadaptation pour être parfaitement à laise faites-le-nous savoir à létape de la demande demploi.

Pour en savoir plus sur linclusion et la diversité chez PwC Canada: Faites partie de La Nouvelle équation.

Required Experience:

Senior IC

Line of ServiceAssuranceIndustry/SectorNot ApplicableSpecialismFinancial RiskManagement LevelSenior AssociateJob Description & SummaryA career in our Financial Services Risk and Regulatory (FS R&R) Credit Risk Modelling practice will provide you with the opportunity to help financial institutions re...