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IN-Senior Associate_ Credit Risk_Captive Financial Services_Advisory
2-5 years
₹ 5.05 - 33.75L/yr (AmbitionBox estimate)
Mumbai
1 vacancy
IN-Senior Associate_ Credit Risk_Captive Financial Services_Advisory
PwC
posted 9d ago
Job Role Insights
Flexible timing
Key skills for the job
Job Description
- Experience in Model Development/Validation of Credit Risk Models.
- Strong knowledge of Financial Products, Banking Book Products, Credit Risk methodologies, Regulatory Guidelines like IRB.
- Strong programming skills in SAS or Basel is preferred .
- Excellent analytical and problemsolving skills, with a high attention to detail.
- Excellent written and verbal communication skills.
- Credit Risk Model Development or Validation experience covering IRB, IFRS9, ECL, Stress Testing, PD LGD and EAD modelling across retail and wholesale portfolios.
- Document the detailed model methodology including model assumptions, limitations, and weaknesses.
- Perform exploratory analysis of data and mitigate gaps.
- Should be proficient in handling historical data, perform statistical analysis to assess the quality of data to be used in models and mitigate issues.
- Prepare and deliver presentations to clients on credit risk management topics.
- Stay up to date with industry trends, regulations, and best practices related to credit risk management.
- Work collaboratively with other PwC teams to deliver integrated solutions to clients.
- Experience of building and maintaining stakeholder relationships
Employment Type: Full Time, Permanent
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Rating based on 1.4k Senior Associate
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Anonymous · IT Security
in Bengaluru
Salary benefits like Hike and Bonus components
During appraisal cycle there will lot questions on contributions to other initiatives in the company apart from Project. Sometimes to get good hike you have to work overtime on these initiatives
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PwC Benefits
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