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IN_Senior Associate_Credit Risk Quant _ FST-CT,C&M_Advisory_Mumbai

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PwC
πŸ“ Shivaji Park, India
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Location Shivaji Park
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Posted June 15, 2026
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Commute Local Area
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Job Description

Description

& Summary:
  • Bachelor's or Master's degree in finance, economics, mathematics, or a related field
  • 4+ years of relevant experience in credit risk management, with knowledge of PD/LGD/EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario analysis, IRB, IFRS 9, CCEL, credit rating models, and other credit risk models
  • Advanced statistical and quantitative modelling skills: Linear regression, logistic regression, ARIMA modelling, Markov Chain, Merton Model, and other data mining/predictive modelling skills
  • Strong programming skills in Python, R, SAS, Excel VBA, and other programming languages
  • Good soft skills, including effective communication, team collaboration, and client engagement
  • Strong project management skills
  • FRM, CFA, CQF would be a plus
  • Responsibilities:

  • Expert in the Model development primarily for PD/LGD/EAD, CCAR loss estimation & PPNR, PRA stress testing, Scenario a...
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    πŸ“ Location Details

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    City
    Shivaji Park
    πŸ—ΊοΈ
    Country
    India
    πŸš—
    Commute
    Local Area

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