Credit Risk Modelling Senior Associate (Bilingual FR/EN)

Line of Service Assurance Industry/Sector Not Applicable Specialism Financial Risk Management Level Associate Job Description & Summary A career in our Financial Services Risk and Regulatory (FS R&R) Credit Risk Modelling practice will provide you with the opportunity to help financial institutions rethink their approach to risk by developing a distinctive strategy and creating capabilities and performance. We play an important part in helping our clients assess, design and develop solutions that not only help them manage risk but also transform risk and complexity into a sustainable advantage. Our team helps financial institutions with predictive modeling needs, including but not limited to, measure and manage the risk associated with borrowers, counterparties or other third parties who have a financial or contractual commitment to them, expected credit loss measurement (IFRS 9 ECL and CECL), capital measurement/stress testing. As part of the team, you’ll help with credit risk modeling, model risk management as well as climate risk modeling for financial institutions. The Opportunity As a Credit Risk Modelling Senior Associate, unlock your potential and embrace the chance to drive meaningful outcomes that’ll elevate your career. Your role will include, but isn’t limited to: Model development, validation and implementation of Retail and Wholesale credit risk methodologies including obligor and facility risk rating, Basel regulatory capital and economic capital models, allowance for loan and lease loss models (e.g., IFRS 9). Assist assurance teams with reviews of clients’ model development and validation processes AI and machine learning model development and validation Model risk governance and controls related activities supporting clients in managing model risk across multiple asset classes 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 solution on the topics such as GenAI, cloud, climate risk modeling etc. Build and maintain effective, trusting and collaborative client relationships What You'll Bring Your skills, knowledge, and experiences are what set you apart. Here's what we look for: Sufficient experience and exposure to financial services risk practices, credit risk modeling including retail and wholesale credit modeling techniques for adjudication, capital management, and allowance modeling/ or calculations (e.g. IFRS 9) Development, implementation and assessment of quantitative credit risk measurement methodologies Solid understanding and knowledge of credit risk processes, credit risk analytics, risk rating methodologies, risk management policies and risk management organization structures Significant experience and proven ability in at least one of the following programming languages/softwares: Python, R, SQL, SAS, C++, etc. Master’s degree in Economics, Statistics, Mathematics, Physics, Engineering, Financial Engineering, Data Science or other relevant fields would be an asset PRM, FRM or CFA designation would be an asset Proven abilities, especially creative problem-solving, to utilize credit risk management software, data and methodology in the completion of client engagements, including leveraging related technology vendors and their application Communications skills demonstrated through the ability to write proposals, reports, presentations, etc. Demonstrated ability to manage and prioritize multiple projects A demonstrated commitment to valuing differences and working alongside diverse people and perspectives The successful candidate requires fluency in English, in addition to French as they will be required to support or collaborate with English-speaking clients, colleagues and/or stakeholders during the course of their employment with PwC Canada This position ensures continuity and upholds our standards of excellence following the departure of a valued team member. The salary range for this position is $75,400 - $125,400 . The posted salary range represents the expected hiring range for PwC locations in major city centres. Given our national recruiting approach, ranges may vary for positions in other locations. At PwC Canada, base salary is determined by your skills, experience, qualifications and work location. In addition to base salary, eligible employees may have opportunities to participate in variable incentive pay programs which are designed to reward individual and firm-wide achievements. We are committed to offering competitive compensation and adhere to all relevant pay transparency legislation. During the hiring process, our Talent Acquisition team will provide details about our comprehensive total rewards package. 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, Active Listening, Actuarial Science, Communication, Complex Data Analysis, Emotional Regulation, Empathy, Financial Data Mining, Financial Modeling, Financial Risk Analysis, Financial Risk Management, Inclusion, Intellectual Curiosity, Optimism, Presenting Financial Reports, Risk Analysis, Risk Model Implementation, Statistical Analysis Software, Statistical Consulting, Statistical Modeling, Strategic Forecasting, Teamwork, Well Being 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 August 6, 2026 We’re committed to providing accommodation throughout the application, interview, and employment process. If you require accommodation to be at your best, please let us know during the application process. The use of artificial intelligence (AI) in recruiting is just getting started, so we know you have questions about how and why we use it. At certain points during our recruiting process, we rely on AI to improve your experience. This could be during resume review or curating personalized job recommendations, asking you clarifying questions via a chatbot or during our interview scheduling to improve your experience. Our use of AI helps ensure we combat bias by evaluating candidates equally and fairly, without seeing identity information, such as your name, or gender for example). AI also helps us better predict successful hires by reviewing all applicants for a role and the relationship between your skills, experience and likely success at PwC Canada. While AI supports parts of our recruitment process, final hiring decisions always involve human review. For more information about our use and protection of your data, please refer to our Privacy Policy (https://www.pwc.com/ca/en/privacy-policy.html). 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. L’utilisation de l’intelligence artificielle (IA) dans le domaine du recrutement en est à ses balbutiements. Nous savons que vous pourriez vous demander comment et pourquoi nous y avons recours. À certains stades de notre processus de recrutement, nous comptons sur l’IA pour améliorer votre expérience. Par exemple, pendant l’examen du curriculum vitæ ou l’élaboration d’une liste de recommandations personnalisées, un agent conversationnel pourrait vous demander des précisions ou fixer avec vous un rendez-vous pour l’entrevue. L’IA nous aide à mieux lutter contre les préjugés, car l’évaluation des candidats se fait de façon juste et équitable, sans que les informations d’identification comme le nom ou le sexe soient connues. Elle nous permet également de mieux repérer les bons candidats pour un poste et d’évaluer le lien entre leurs compétences, leur expérience et leurs chances de réussir chez PwC Canada. Bien que l’IA facilite certaines étapes de notre processus de recrutement, les décisions finales d’embauche sont toujours prises par des personnes. Pour en savoir plus sur l’utilisation et la protection de vos données personnelles, consultez notre politique sur la protection des renseignements confidentiels (https://www.pwc.com/ca/fr/privacy-policy.html).

You will develop, validate, and implement retail and wholesale credit risk methodologies, including Basel regulatory capital and IFRS 9 models. Additionally, you will collaborate with teams to provide insights on business challenges related to GenAI, cloud, and climate risk modeling.

Candidates should have significant experience in financial services risk practices, specifically in credit risk modeling and quantitative methodologies. Proficiency in programming languages such as Python, R, SQL, or SAS is required, along with fluency in both English and French.

• Competitive compensation • Inclusive benefits • Flexibility programs • Variable incentive pay programs

• SQLSouhaitée
• Analyse de donnéesSouhaitée
• Apprentissage automatiqueSouhaitée
• CommunicationSouhaitée
• PythonSouhaitée

Relevées dans la description du poste. Confirmez les exigences importantes ci-dessus.

• Credit risk modeling
• Financial risk management
• Python
• R
• SQL
• SAS
• IFRS 9
• CECL
• Stress testing
• Model validation
• Machine learning
• Data analysis
• Regulatory capital
• Economic capital
• Risk governance
• Communication
• Credit Risk Modeling
• Model Risk Management
• Risk Modeling
• Allyship
• Empathy
• Credit Risk
• Continuous Development
• Intellectual Curiosity
• Optimism
• Financial Stress Testing
• Generative Artificial Intelligence
• Current Expected Credit Losses (CECL)
• Go (Programming Language)
• Credit Risk Management
• Statistical Analysis Software
• Thought Leadership
• Values Differences
• Programming Languages
• Active Listening
• Actuarial Science
• Adjudication
• Artificial Intelligence
• Data Analysis
• Asset Classes
• Financial Institution
• Management
• C++ (Programming Language)
• Capital Requirements
• Chartered Financial Analyst
• Consulting
• Creative Problem Solving
• Economics
• Economic Capital
• English Language

• Finance & Accounting
• Consulting
• Data & Analytics
• Technology
• Bilingual Sales Associate
• Risk Consultant
• Management and Organization Analysts
• Financial Risk Specialists

Formation minimale

Maîtrise

Expérience minimale

5+ ans

Langue de l’offre

anglais

Heures de travail

40 heures par semaine