Credit Risk Modelling Consultant

Credit Risk Modelling Consultant At PwC, we focus on creating a promising future where trust and innovation go side by side. Do you want to face this challenge with us? A career in our Technology practice, will provide you with the opportunity to help clients seize essential advantages by working alongside business leaders to solve their toughest problems and capture their greatest opportunities. The role - Credit Risk Modelling Consultant As a Credit Risk Modelling Consultant, you'll work as part of a 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: Development of statistical models for decision-making, assessment, or credit risk monitoring (e.g. PD, LGD, CCF, EWS) – whether in the prudential sphere (IRB/Pillar 2) or within the IFRS9 framework – in line with international best practices Validation and/or audit of models used in credit risk management Ability to support clients in key areas for action in model risk management, as well as developing training sessions on the aforementioned topics Monitoring key market trends and regulatory developments governing the use of models and/or internal or external data, based on best practices in model risk management.