This role involves supporting the team with sophisticated quantitative tasks including credit risk model development, validation, and statistical research primarily for banks and financial institutions. Key responsibilities include creating detailed model documentation, performing complex statistical modeling, and developing models that meet both business and regulatory requirements.
The ideal candidate will have a strong quantitative background with at least 3 years of experience, holding a degree in Mathematics, Statistics, Computer Science, Financial Engineering, Econometrics, or Economics. Technical proficiency is crucial, with required expertise in IFRS 9, BASEL, SAS, R, SQL, Excel-VBA, and data science programming. Strong analytical skills, ability to understand client challenges, and propose innovative solutions are essential.
PwC offers an attractive professional development environment with competitive benefits, including international mobility opportunities, career growth pathways, up-to-date technological resources, professional training programs, and a team-oriented work culture. The role provides an excellent platform for quantitative professionals to expand their skills in financial risk modeling and gain exposure to complex regulatory and banking sector challenges.
