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

PwC · shivaji park, maharashtra, India

Location

shivaji park

Job Type

Full-time

Posted

July 15, 2026

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...
        

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