Senior Associate role within PwC Risk Consulting assisting clients in internal audit and risk management strategies. Responsible for improving internal controls and mitigating risks across diverse teams.
About the role
- Senior Manager in Model Risk Management for financial services, leading model validations and managing teams.
Responsibilities
- Lead and manage model validations, internal audits, and consulting engagements related to: Current Expected Credit Losses (CECL), Asset Liability Management (ALM), Interest Rate Risk (IRR), Liquidity Risk, Budgeting and forecasting models, Risk ‑ Adjusted Return on Capital (RAROC)
- Serve as a senior technical authority on financial institution modeling approaches, risk frameworks, quantitative methods, and regulatory expectations
- Oversee detailed evaluation of model theory, assumptions, data, methodology, controls, cash flow logic, calibration, implementation, and performance monitoring
- Review and approve high ‑ quality written reports summarizing findings, recommendations, and model improvement strategies
- Lead, coach, and mentor team members across multiple simultaneous engagements
- Oversee staff development, provide performance feedback, and support ongoing technical training initiatives
- Allocate resources, set engagement timelines, and ensure successful completion of project milestones
- Serve as a trusted advisor to financial institution executives and risk leaders
- Communicate engagement progress, technical findings, and strategic recommendations clearly and confidently
- Assist clients in enhancing model governance practices, strengthening model risk frameworks, and implementing regulatory expectations
- Participate in and help drive business development initiatives, including opportunity identification, proposal development, and client presentations
- Contribute to internal methodology enhancements, knowledge‑sharing, and development of best‑practice tools
- Lead external presentations related to subject matter expertise, on occasion
- Help shape the long‑term strategy of the Model Risk Management practice
Requirements
- Bachelor’s degree in business, accounting, economics, finance, mathematics, statistics, data science, or related analytical field
- 7+ years of recent experience in Model Risk Management, financial institution modeling, quantitative risk analysis, or related analytical fields
- Demonstrated technical expertise in CECL, ALM, IRR, Liquidity, Budgeting, and/or RAROC modeling
- Strong understanding of financial institution balance sheets, earnings drivers, credit risk, interest rate risk, liquidity frameworks, and regulatory guidance
- Proven experience leading, training, and developing teams of professionals
- Exceptional written and verbal communication skills and the ability to explain complex topics to both technical and non ‑ technical audiences
- Strong analytical, problem ‑ solving, and critical ‑ thinking skills with high attention to detail
- Ability to manage multiple projects simultaneously and deliver high ‑ quality results under tight deadlines
Benefits
- generous time away and paid firm holidays, including the week between Christmas and New Year’s
- flexible work schedules
- 16 weeks of paid maternity and adoption leave, 8 weeks of paid parental leave, 4 weeks of paid and caregiver leave (once eligible)
- first-class health and wellness benefits, including wellness coaching and mental health counseling
- one-on-one professional coaching
- Leadership and career development programs
- access to Beyond: a one-of-a kind program with experiences that help you expand your life, personally and professionally
Job title
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Degree requirement
Location requirements
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