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
- Credit Model Validation Chapter Lead overseeing model validation and tooling in Australia and India. Leading a team of experts to enhance credit risk outcomes and efficiency.
Responsibilities
- Lead a team of credit risk model experts across Australia and India
- Recruitment, retention, coaching, and career development
- Planning, monitoring, and finalising model validation tooling and activities
- Maintaining the quality and consistency of team deliverables, including leading some individual validation activities
- Drive strategic transformation
- Leading the development of tooling to accelerate validation workflows
- Embed changes to model validation frameworks
- Lead continuous improvement in model monitoring methodology and metrication
- Collaborate with key stakeholders Model development, model owner and monitoring teams
- Regulatory presentations and responses
Requirements
- ~10 years hands-on experience in model development and/or validation
- Degree in Statistics, Mathematics, Data Science, Physics, Engineering, Computer Science, Actuarial Studies, or related field
- Advanced knowledge of APRA's prudential regulation, standards and guidance for models used to calculate Risk Weighted Assets and AASB9 requirements for provisioning models.
- Familiarity with model risk governance and validation processes.
- Fluency in coding languages such as R/SQL/Python.
- Advanced knowledge of well-established and emerging statistical modelling and modern data science methodologies and tools: Quarto/JupyterLab, and Git / Github / Github Copilot.
- Experience with AWS Sagemaker, AWS Bedrock, and H2O.ai is preferable.
- Sound understanding of software engineering concepts to support the development of tooling - experience in generative AI preferable.
Benefits
- Health insurance
- Retirement plans
- Paid time off
- Flexible work arrangements
- Professional development
Job title
Job type
Experience level
Salary
Not specified
Degree requirement
Tech skills
Location requirements
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