Manager in Risk Consulting

PwC ,
London, Greater London
More Details

Overview

Job Description

Line of Service Advisory Industry/Sector Not Applicable Specialism Risk Management Level Manager Job Description & Summary A career in our Management and Risk Consulting practice, within General Consulting services, 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. We work with some of the world's largest and most complex companies to understand their unique business issues and opportunities in an ever changing environment. We help create sustainable change by stimulating innovation, unlocking data possibilities, navigating risk and regulatory complexity, optimising deals, and aligning costs with business strategy to create a competitive advantage. As a member of our team, you'll help the world's most significant organisations, public and private, quickly become more effective. We improve the way they operate, manage costs, better align people, process and technology initiatives; support business growth to maintain or improve competitive edge and complete market and regulatory risk assessment. In doing so, we focus on their agendas and the big issues they need to deal with, both today and in the future. To really stand out and make us t for the future in a constantly changing world, each and every one of us at PwC needs to be an authentic and inclusive leader, at all grades/levels and in all lines of service. To help us achieve this we have the PwC Professional; our global leadership development framework. It gives us a single set of expectations across our lines, geographies and career paths, and provides transparency on the skills we need as individuals to be successful and progress in our careers, now and in the future. As a Manager, 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: Key Responsibilities: * Develop and enhance Basel II PD,LGDand EAD models. * Conduct validation of model performance, Basel II PD,LGDand EAD models, as well as portfolio stress testing * Measure expected credit loss (PD, LGD, EAD, EL) through 3 stages of credit risk, criteria for recognition of significant increase in credit risk, according to IFRS 9. * Generate, analyse and standardise portfolio risk and capital reports, scorecard performance report and booking profile. Perform credit risk advise to senior management, regulators and other key stakeholders * Analyse product and credit programmes, including the review / estimation of risk parameters, product pricing, product structure and regulatory requirements * Develop and review Basel II credit risk related documentation, policies and procedures * Implement Basel II models, manage the scoring and capital computation engines and analytics datamart, conduct UAT and support overall deployment of models * Conduct training and research and development of new models, methodologies and model applications Requirements: * Undergraduate degree in a quantitative programme, such as Statistics, Mathematics, Actuarial Science, Financial Engineering, etc. Business, Finance and Economics degrees with a strong quantitative focus and highly relevant working experience will be considered. Econometric focus and analysis will be considered as a strong positive. Post graduate degree is an added advantage * >5 years of working experience in credit risk modeling and management or consulting or risk vendor experiences * Experience for models development and/or validation for both Corporate and Retail, and/or IFRS 9 implementation will be an added advantage. * Having FRM or CFA is a plus * Strong PC skills: SAS,R, Matlab - Programming, Enterprise Guide, Enterprise Miner; SQL query and database familiarity; MS Office applications, including advanced spreadsheet and VBA. Knowledge of Core banking is a plus * Analytical mind with sound business insight, excellent communicator (verbal and written), highly meticulous, and self-motivated * Self-starter, flexible with a proven ability to work well in teams, as well as being able to function with minimal supervision. People management experience is a plus 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) Desired Languages (If blank, desired languages not specified) Travel Requirements Up to 40% Available for Work Visa Sponsorship? No Government Clearance Required? No Job Posting End Date June 30, 2020

People also viewed