Credit Risk Modeling Lead & AI Solutions

PwC Canada; Toronto; On-site; CAD 98,000 - 148,000; Full time

Job summary

PwC Canada is seeking a Credit Risk Manager to help financial institutions rethink risk through development and validation of credit risk models, including IFRS9 and Basel methodologies. The role emphasizes collaboration across lines of business, with opportunities to explore AI/ML-driven risk solutions and cloud transformation.

You will lead project execution, coach colleagues, and contribute to thought leadership while building strong client relationships and delivering measurable outcomes.

Qualifications

• Hands-on experience in a financial services risk department or professional services firm with credit risk modeling.
• Experience using retail and wholesale credit modeling techniques for adjudication, risk management and ECL/IFRS9.
• Development, implementation and assessment of quantitative credit risk measurement methodologies.
• Advanced analytical, problem solving and multitasking/project management skills.
• Exposure to AI/ML modeling and platforms (Vertex AI, Azure AI, etc.).
• Experience building GenAI and agentic AI tools with risk management implications.

Responsibilities

• Lead execution of credit risk projects, including model development, validation, and Basel/IFRS9 related work.
• Collaborate with business lines to develop new service offerings involving AI/ML and cloud migration.
• Develop client proposals, white papers, and thought leadership to articulate business challenges and solutions.
• Coach team members during project delivery and career development.
• Build and maintain trusted client relationships and manage stakeholder expectations.

Skills

Python

R

SQL

SAS

C++

English communication

Credit risk modeling

GenAI / AIML modeling

Project management

Team coaching

Education

Post secondary degree in Economics, Statistics, Mathematics, Physics, Engineering, Financial Engineering

Job description

PwC Canada is seeking a Credit Risk Manager to help financial institutions rethink risk through development and validation of credit risk models, including IFRS9 and Basel methodologies. The role emphasizes collaboration across lines of business, with opportunities to explore AI/ML-driven risk solutions and cloud transformation.

You will lead project execution, coach colleagues, and contribute to thought leadership while building strong client relationships and delivering measurable outcomes.