The primary responsibilities include developing and documenting IFRS 9 methodologies and credit risk models, performing model validation and performance assessments, reviewing credit risk governance frameworks, and providing best practice guidance on credit risk policies and procedures.
The ideal candidate will have a quantitative background (Mathematics, Statistics, Computer Science, Financial Engineering) with at least 2 years of experience in credit risk modeling. They must have expertise in model development, data transformation, programming (SAS, R, Python), and understanding of regulatory requirements like IFRS 9, Basel, and CECL.
PwC offers professional development, international mobility opportunities, a team-oriented work environment, up-to-date technologies, competitive salary, and attractive benefits. The role provides a fast career growth path in a globally recognized professional services firm committed to building trust in society and solving important problems.
