Manager, Risk Modeling
PwC
full-time
Posted on:
Location Type: Office
Location: CABA • 🇦🇷 Argentina
Visit company websiteJob Level
Mid-LevelSenior
Tech Stack
PythonScalaVBA
About the role
- Developing business strategies to effectively manage and navigate risks in a rapidly changing business environment.
- Coaching and managing performance to deliver on client expectations.
- Leading with integrity and authenticity, articulating purpose and values in a meaningful way.
- Analyzing and identifying the linkages and interactions between the component parts of an entire system.
- Taking ownership of projects, ensuring successful planning, budgeting, execution, and completion.
- Partnering with leadership to ensure collective ownership of quality, timelines, and deliverables.
- Mentoring others and using work reviews as opportunities to deepen expertise.
Requirements
- 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.
- Advanced level of English proficiency (Written and Oral)
- Candidate must have relevant experience in statistical/mathematical modeling, quantitative research, credit risk management, or related field at a reputed firm.
- Experience in Credit Risk Modeling PD/LGD/EAD – TTC, PIT, Stressed and unstressed portfolio.
- Experience in Model Development, Validation, Audit.
- Knowledge of global regulatory norms - CECL, IFRS 9, CCAR/DFAST, Basel II/III, SR-11/7, E-23.
- Well versed with 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.
- Experience in Machine learning algorithms like Random Forest, SVM, Neural Network, and AI use cases such as Natural Language Processing, Robotics.
- Proficiency in analytical tools such as SAS, R, Python, Matlab, Scala, VBA.
- Understanding of credit risk metrics like RWA, Expected loss, Regulatory and Economic capital.
- Conceptual understanding of data and methodology used for credit risk regulatory models.
Benefits
- Health insurance
- Professional development opportunities
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
statistical modelingquantitative researchcredit risk managementCredit Risk ModelingModel DevelopmentModel ValidationLogistic RegressionMachine learning algorithmsNatural Language ProcessingRobotics
Soft skills
coachingperformance managementleadershipintegrityauthenticitymentoringproject ownershipcommunicationstrategic thinkinganalytical thinking
Certifications
master’s degreeMBA