Manager Risk Modeling - R&R [US Client]

Line of Service

Advisory

Industry/Sector

Not Applicable

Specialism

Risk

Management Level

Manager

Job Description & Summary

At PwC, our people in risk and compliance focus on maintaining regulatory compliance and managing risks for clients, providing advice, and solutions. They help organisations navigate complex regulatory landscapes and enhance their internal controls to mitigate risks effectively.

Those in enterprise risk management at PwC will focus on identifying and mitigating potential risks that could impact an organisation's operations and objectives. You will be responsible for developing business strategies to effectively manage and navigate risks in a rapidly changing business environment.

Enhancing your leadership style, you motivate, develop and inspire others to deliver quality. You are responsible for coaching, leveraging team member’s unique strengths, and managing performance to deliver on client expectations. With your growing knowledge of how business works, you play an important role in identifying opportunities that contribute to the success of our Firm. You are expected to lead with integrity and authenticity, articulating our purpose and values in a meaningful way. You embrace technology and innovation to enhance your delivery and encourage others to do the same.

Examples of the skills, knowledge, and experiences you need to lead and deliver value at this level include but are not limited to:

• Analyse and identify the linkages and interactions between the component parts of an entire system.
• Take ownership of projects, ensuring their successful planning, budgeting, execution, and completion.
• Partner with team leadership to ensure collective ownership of quality, timelines, and deliverables.
• Develop skills outside your comfort zone, and encourage others to do the same.
• Effectively mentor others.
• Use the review of work as an opportunity to deepen the expertise of team members.
• Address conflicts or issues, engaging in difficult conversations with clients, team members and other stakeholders, escalating where appropriate.
• Uphold and reinforce professional and technical standards (e.g. refer to specific PwC tax and audit guidance), the Firm's code of conduct, and independence requirements.

• Min Years of Exp Required: +6
• Area of Study/Career Required: Desired candidate must have a master’s degree or higher in a quantitative discipline such as Economics, 
  Statistics, Mathematics, Operation Research, Econometrics, Data Science, Finance, Engineering + MBA.
• Level of English Proficiency (Written and Oral): Advanced
• Credential (Professional Certification) Preferred: CQF, FRM, CFA, CPA
• Required Skills / Experiences: Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, credit risk management, or related field at a reputed bank, investment or broker services, asset management firm, Insurance provider or a consulting firm. Wider skill requirements  include:
• Experience in Credit Risk Modeling PD/LGD/EAD – TTC, PIT, Stressed and 
  unstressed portfolio
• Experience in Model Development, Model Validation, Model Audit (implementation and 
  execution experience will not be considered directly relevant)
• Knowledge of one or more of global regulatory norms - CECL, IFRS 9, CCAR/DFAST, Basel II/III, SR-11/7, E-23 around data sufficiency, modeling methods, industry standards etc.
• Well versed with one or more statistical techniques used in credit risk modeling –Logistic Regression, Time series, OLS, Probit models, Survival techniques, Tobit, Fractional Logistic, Beta model, State Transition Matrix, Single Factor Merton model etc. Experience in Machine learning algorithms like Random Forest, SVM, Neural Network etc. and Artificial 
  Learning use cases such as Natural Language Processing, Robotics etc. will be a plus 
• Proficiency in one or more analytical tools such as SAS, R, Python, Matlab, Scala, VBA etc.
• Experience in Data Science and cloud based analytics platform will be a plus
• Understanding of credit risk metrics like RWA, Expected loss, Regulatory and Economic  capital, OTTI, Watchlist, Asset quality etc.
• Conceptual understanding of the data and methodology used for credit risk regulatory models
• Leveraging experiential know-how of a wide range of loan types, including C&I, CRE, RRE, ABL, Leasing, Credit Card, Vehicle, Personal etc.
• Prior experience in domains like commercial banking, retail banking, treasury, investment management and strong knowledge of risk data analysis and development, strategy design and delivery deployment.
• Vendor Experience

• Preferences: knowledge or exposure to Data analytics, Machine Learning, AI Skills

• Understand the importance of have a correct information management
• Knowledge of Information Security and Data Protection
• Correct Information Security Management

All qualified applicants will receive consideration for employment at PwC without regard to ethnicity; creed; color; religion; national origin; age; disability; sexual orientation; gender identity or expression; genetic predisposition or carrier status; marital; or any other status protected by law. PwC is proud to be an inclusive organization and equal opportunity employer.

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, Analytical Thinking, Business Continuity, Business Process Improvement, Business Process Modeling, Business Risk, Business Risk Identification, Coaching and Feedback, Communication, Contract Negotiation, Contractual Risk Mitigation, Corporate Governance, Creativity, Crisis Management, Data Analysis and Interpretation, Embracing Change, Emotional Regulation, Empathy, Enterprise Risk Management (ERM), Governance Risk Compliance (GRC), Inclusion, Intellectual Curiosity, Learning Agility {+ 27 more}

Desired Languages (If blank, desired languages not specified)

English

Travel Requirements

Not Specified

Available for Work Visa Sponsorship?

No

Government Clearance Required?

No

Job Posting End Date