Line of Service

Assurance

Industry/Sector

Not Applicable

Specialism

Financial Risk

Management Level

Senior Manager

Job Description & Summary

A career in our Financial Risk Management Credit Risk Modelling practice will provide you with the opportunity to help Financial Institutions reimagine their risk strategies. Your role is crucial in aiding clients to evaluate, design, and implement solutions that not only manage risk but also turn risk and complexity into sustainable advantages.

In this role, you will lead the development and implementation of advanced credit risk models for our banking clients, ensuring regulatory compliance while delivering actionable insights that drive business value.

Meaningful work you’ll be part of 

As a Credit Risk Modelling Senior Manager, you’ll work as part of the leadership team of problem solvers, helping to solve complex business issues from strategy to execution. PwC Professional skills and responsibilities for this management level include but are not limited to: 

Lead the development, validation, and implementation of credit risk models and strategies for banking clients 

Provide technical oversight and guidance to a team of quantitative analysts and risk modelers

Translate complex regulatory requirements (Basel, IFRS 9, CECL) into practical modeling solutions

Communicate modeling methodologies and results to both technical and non-technical stakeholders

Identify opportunities for model enhancement and innovation to improve predictive power leveraging advanced AI/ML techniques

Partner with client stakeholders to understand business needs and translate them into modeling requirements

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 solutions on the topics such as credit risk analytics, credit risk strategies, GenAI etc.

Provide coaching to team members during project execution as well as career development

Build and maintain effective, trusting and collaborative client relationships

Experiences and skills you’ll use 

Experience in credit risk management and credit risk modeling within financial services 

Deep expertise in statistical modeling techniques and machine learning algorithms applied to credit risk for credit lifecycle management (adjudication, account management, collections), scoring, capital management (e.g. AIRB) and allowance calculations (e.g. IFRS9)

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

Proficiency in programming languages such as Python, R, or SAS

Experience with data visualization tools such as PowerBI, Tableau etc.

Advanced analytical, problem solving and multitasking/project management skills

Experience and exposure to AI/ML modeling techniques and related technology and platforms (such as Vertex AI, Azure AI, etc.) would be an asset

Exposure to a wide range of retail (consumer and small business) and commercial lending products and processes (such as commercial & industrial loans, commercial real estate, asset-based lending, project finance, leasing, etc.) would be an asset

A demonstrated commitment to valuing differences, developing and coaching diverse teams, and ensuring diverse perspectives are heard

Master's degree or PhD in Statistics, Analytics, Mathematics, Economics, Finance, or related quantitative field 

 

Why you’ll love PwC 

 

We’re inspiring and empowering our people to change the world. Powered by the latest technology, 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)

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, Actuarial Science, Analytical Thinking, Coaching and Feedback, Communication, Complex Data Analysis, Creativity, Embracing Change, Emotional Regulation, Empathy, Financial Data Mining, Financial Modeling, Financial Risk Analysis, Financial Risk Management, Inclusion, Influence, Intellectual Curiosity, Learning Agility, Optimism, Presenting Financial Reports, Professional Courage, Rapid Experimentation, Relationship Building {+ 11 more}

Desired Languages (If blank, desired languages not specified)

Travel Requirements

Not Specified

Available for Work Visa Sponsorship?

No

Government Clearance Required?

No

Job Posting End Date

At PwC Canada, our most valuable asset is our people and we grow stronger as we learn from one another. We’re committed to creating an equitable and inclusive community of solvers where everyone feels that they truly belong. We understand that experience comes in many forms and building trust in society and solving important problems is only possible if we reflect the mosaic of the society we live in.

We’re committed to providing accommodations throughout the application, interview, and employment process. If you require an accommodation to be at your best, please let us know during the application process.

To learn more about inclusion and diversity at PwC Canada: https://www.pwc.com/ca/en/about-us/diversity-inclusion.html. Be a part of The New Equation.

Chez PwC Canada, notre atout le plus précieux, c’est notre personnel. Et c’est en apprenant les uns des autres que nous devenons plus forts. Nous avons à cœur de créer une communauté équitable et inclusive de professionnels de la résolution de problèmes, dans laquelle chacun se sent vraiment à sa place. Nous savons que l’expérience peut prendre diverses formes et, pour nous, donner confiance au public et résoudre des problèmes importants n’est possible que si notre milieu de travail reflète la diversité de la société dans laquelle nous vivons.

Nous tenons à répondre à vos besoins tout au long du processus de demande d’emploi, d’entrevue et d’embauche. Si vous avez besoin de mesures d’adaptation pour être parfaitement à l’aise, faites-le-nous savoir à l’étape de la demande d’emploi.

Pour en savoir plus sur l’inclusion et la diversité chez PwC Canada: https://www.pwc.com/ca/fr/about-us/diversity-inclusion.html. Faites partie de La Nouvelle équation.