Senior Manager Risk Modeling - R&R [US Client]

Line of Service

Advisory

Industry/Sector

Not Applicable

Specialism

Advisory - Other

Management Level

Senior 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.

Growing as a strategic advisor, you leverage your influence, expertise, and network to deliver quality results. You motivate and coach others, coming together to solve complex problems. As you increase in autonomy, you apply sound judgment, recognising when to take action and when to escalate. You are expected to solve through complexity, ask thoughtful questions, and clearly communicate how things fit together. Your ability to develop and sustain high performing, diverse, and inclusive teams, and your commitment to excellence, contributes to the success of our Firm.

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

• Craft and convey clear, impactful and engaging messages that tell a holistic story.
• Apply systems thinking to identify underlying problems and/or opportunities.
• Validate outcomes with clients, share alternative perspectives, and act on client feedback.
• Direct the team through complexity, demonstrating composure through ambiguous, challenging and uncertain situations.
• Deepen and evolve your expertise with a focus on staying relevant.
• Initiate open and honest coaching conversations at all levels.
• Make difficult decisions and take action to resolve issues hindering team effectiveness.
• Model 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.

The Credit Risk Analytics Professional will be responsible for developing, validating, auditing, and maintaining credit risk models. Candidates are expected to support financial institutions in meeting jurisdictional regulatory requirements and broader risk management initiatives.

Job Requirements:

• Experience in statistical/mathematical modeling, quantitative research, credit risk management.
• Proficiency in Credit Risk Modeling (PD/LGD/EAD), Model Development, Validation, and Audit.
• Knowledge of global regulatory norms (CECL, IFRS 9, CCAR/DFAST, Basel II/III, etc.).
• Familiarity with statistical techniques (Logistic Regression, Time series, etc.) and machine learning algorithms.
• Proficiency in analytical tools (SAS, R, Python, etc.) and understanding of credit risk metrics (RWA, Expected loss, etc.).
• Experience with various loan types and domains like commercial and retail banking, investment management.
• Proven consulting skills and experience in leading risk analytics engagements.
• Ability to manage multiple engagements and drive innovation in risk management.

Educational Background:

• Master’s degree or higher in a quantitative discipline (Economics, Statistics, Mathematics, etc.).
• Relevant certifications (CQF, FRM, CFA, CPA) are a plus.

Minimum Year(s) of Experience:

10+ years of directly related experience.

Language Skills:

Oral and written proficiency in English required

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

Todos los candidatos calificados serán considerados para trabajar en PwC sin importar etnia; credo; color; religión; nacionalidad; edad; discapacidad ; orientación sexual; identidad o expresión de género; predisposición genética o condición de portador; estado civil, o cualquier otra condición protegida por la ley. PwC se enorgullece de ser una organización inclusiva y brindar igualdad de oportunidades.
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: Bachelor Degree

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, Influence, Intellectual Curiosity {+ 30 more}

Desired Languages (If blank, desired languages not specified)

English

Travel Requirements

Available for Work Visa Sponsorship?

Government Clearance Required?

Job Posting End Date