Senior Associate

About the role

PwC India is seeking a highly motivated and experienced Credit Risk Professional to join our team. Credit Risk Professional will be responsible for developing and implementing effective credit risk management strategies for our clients.

What you'll do

• Expert in the Model development primarily for PD/LGD/EAD, CCAR loss estimation & PPNR, PRA
• For retail, commercial or wholesale domain as per regulatory guidelines such as Capital Requirement
• Regulation (CRR) / Capital Regulation Directive (CRD) IV/ IFRS9 and BASEL
• Management guidelines such as SR 11/7 and SS 3/18, model development document, testing, and
• Benchmarking and report writing

What you need

• 3–8 yrs of experience
• Credit risk
• Excel
• Performance testing
• IFRS
• Project management
• Change management
• B.Com or MBA or CFA

Good to have

• CFA
• SAS
• VBA
• Python
• R