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IN_Associate _ Credit Risk Quant _FST-CT,C&M_Advisory_Mumbai

Company

PwC

Location

Shivaji Park, India

Type

Full-time

Description

& Summary: 
  • The Analyst will support credit card portfolio risk management through data-driven analysis, performance monitoring, and risk insights. The role focuses on assisting senior analysts and managers in portfolio monitoring, acquisition risk analysis, credit policy evaluation, and model performance tracking, with increasing ownership over defined analy

    Bachelor's or Master'sdegree in finance, economics, mathematics, or a related field

    4+years of relevant experience in credit risk management, with knowledge ofPD/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 la...

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