Credit Risk Modelling Senior Associate (Bilingual FREN)

Montreal - Canada

Monthly Salary: $ 73400 - 122400

Posted on: 30+ days 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

This position ensures continuity and upholds our standards of excellence following the departure of a valued team member.

The salary range for this position is $73400 - $122400. The posted salary range represents the expected hiring range for PwC locations in major city centres. Given our national recruiting approach ranges may vary for positions in other locations. At PwC Canada base salary is determined by your skills experience qualifications and work addition to base salary eligible employees may have opportunities to participate in variable incentive pay programs which are designed to reward individual and firm-wide achievements. We are committed to offering competitive compensation and adhere to all relevant pay transparency legislation. During the hiring process our Talent Acquisition team will provide details about our comprehensive total rewards package.

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

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

The use of artificial intelligence (AI) in recruiting is just getting started so we know you have questions about how and why we use it. At certain points during our recruiting process we rely on AI to improve your experience. This could be during resume review or curating personalized job recommendations asking you clarifying questions via a chatbot or during our interview scheduling to improve your experience. Our use of AI helps ensure we combat bias by evaluating candidates equally and fairly without seeing identity information such as your name or gender for example). AI also helps us better predict successful hires by reviewing all applicants for a role and the relationship between your skills experience and likely success at PwC Canada. While AI supports parts of our recruitment process final hiring decisions always involve human review. For more information about our use and protection of your data please refer to our Privacy Policy ( 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.

Lutilisation de lintelligence artificielle (IA) dans le domaine du recrutement en est à ses balbutiements. Nous savons que vous pourriez vous demander comment et pourquoi nous y avons recours. À certains stades de notre processus de recrutement nous comptons sur lIA pour améliorer votre expérience. Par exemple pendant lexamen du curriculum vitæ ou lélaboration dune liste de recommandations personnalisées un agent conversationnel pourrait vous demander des précisions ou fixer avec vous un rendez-vous pour lentrevue. LIA nous aide à mieux lutter contre les préjugés car lévaluation des candidats se fait de façon juste et équitable sans que les informations didentification comme le nom ou le sexe soient connues. Elle nous permet également de mieux repérer les bons candidats pour un poste et dévaluer le lien entre leurs compétences leur expérience et leurs chances de réussir chez PwC Canada. Bien que lIA facilite certaines étapes de notre processus de recrutement les décisions finales dembauche sont toujours prises par des personnes. Pour en savoir plus sur lutilisation et la protection de vos données personnelles consultez notre politique sur la protection des renseignements confidentiels ( 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...