Credit Risk Manager - AI/ML Modeling & Climate Risk

PwC South Africa; Toronto; On-site; Confidential; Full time

Job summary

PwC Canada in Toronto is seeking a Credit Risk Manager to lead risk modeling projects, including model development, validation, and implementations of IFRS9/CECL frameworks. The role collaborates across lines of business to expand services like AI/ML risk management and cloud migration.

The ideal candidate will have hands-on credit risk experience in financial services, strong programming skills (Python/R/SQL/C++), and a client-focused mindset to deliver impactful solutions.

Qualifications

• Excellent oral and written communication skills in English.
• Hands on experience in a financial services risk dept or professional services firm with credit risk modeling.
• Experience using Retail and Wholesale credit modeling techniques for adjudication, risk management and allowance calculations (IFRS9).
• Development, implementation and assessment of quantitative credit risk measurement methodologies.
• Post secondary degree in Economics, Statistics, Mathematics, Physics, Engineering, Financial Engineering or related field.
• Advanced analytical, problem solving and multitasking/project management skills.
• Exposure to AI/ML modeling and platforms (e.g., Vertex AI, Azure AI).
• Experience developing GenAI and agentic AI tools and risk management across GenAI lifecycle.
• Proven abilities to utilize credit risk software and data, with strong client-facing skills.
• Strong commitment to providing excellent client service.

Responsibilities

• Lead the execution of credit risk projects such as model development and validation.
• Assist assurance teams with reviews of client model development and validation processes.
• Collaborate with lines of business to develop new service offerings (AI/ML model risk, cloud migration).
• Develop GenAI and agentic AI tools to enhance client experiences and internal productivity.
• Provide coaching and career development to team members during project execution.
• Build and maintain effective client relationships.

Skills

English communication

Credit risk modeling

AI/ML modeling

Python/R/SQL

Problem solving

Client service

Education

Post secondary degree in Economics/Statistics/Math/Physics/Engineering/Financial Engineering

Tools

Python

R

SQL

SAS

C++

Job description

PwC Canada in Toronto is seeking a Credit Risk Manager to lead risk modeling projects, including model development, validation, and implementations of IFRS9/CECL frameworks. The role collaborates across lines of business to expand services like AI/ML risk management and cloud migration.

The ideal candidate will have hands-on credit risk experience in financial services, strong programming skills (Python/R/SQL/C++), and a client-focused mindset to deliver impactful solutions.