Credit Risk Modelling Senior Associate (Bilingual FR/EN)

As a Credit Risk Modelling Senior Associate, u nlock your potential and embrace the chance to drive meaningful outcomes that ’ ll elevate your career. Your role will include, but is n’ t 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., IFRS 9). Assis t assurance 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 and maintain effective, trusting and collaborative client relationships

What You'll Bring Your skills, knowledge, and experiences are what set you apart. Here's what we look for:

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. IFRS 9)

Development, implementation and assessment of quantitative credit risk measurement methodologies

Solid understanding and knowledge of credit risk processes, credit risk analytics, risk rating methodologies, risk management policies and risk management organization structures

Significant experience and proven ability in at least one of the following programming languages/ softwares : Python, R, SQL, SAS, C++, etc.

Master’s degree in Economics , Statistics, Mathematics, Physics, Engineering, Financial Engineering, Data Science or other relevant fields would be an asset

PRM, FRM or CFA designation would be an asset

Proven abilities, especially creative problem-solving, to utilize credit risk management software, data and methodology in the completion of client engagements, including leveraging related technology vendors and their application

Communications skills demonstrated through 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 candidate requires fluency in English, in addition to French as they will be required to support or collaborate with English-speaking clients, colleagues and/or stakeholders during the course of their employment with PwC Canada

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 $75,400 - $125,400 . 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 location. In 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.

We’re inspiring and empowering our people to change the world. Powered by the latest techn ology, you’ll be 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: https://jobs-ca.pwc.com/ca/en/life-at-pwc

PwC 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 Nations, Métis and Inuit Peoples. We recognize the systemic racism, colonialism and 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)

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