Senior Credit Risk Modeling & AI Specialist

PwC; Toronto; On-site; CAD 101,000 - 169,000; Full time

Job summary

PwC South Africa is seeking a Senior Associate for its Financial Risk Management practice in Toronto. The role focuses on developing and validating credit risk models, utilizing AI and machine learning methodologies.

The successful candidate will help financial institutions rethink risk management strategies. A Master's degree in a quantitative field and experience in credit risk modeling are essential.

The salary range for this position is $73,400 - $122,400, with opportunities for incentive pay.

Qualifications

• Significant experience in credit risk modeling techniques for adjudication.
• Proficient in the development and validation of credit risk measurement methodologies.
• Strong writing and verbal communication skills.
• Ability to manage multiple projects effectively.

Responsibilities

• Develop and validate credit risk models for financial institutions.
• Collaborate with assurance teams on model validation processes.
• Develop AI/ML/GenAI models and manage model risk.
• Draft proposals, reports, and white papers for clients.

Skills

Financial services risk practices

Credit risk modeling

AI/ML modeling

Programming languages (Python, R, SQL)

Creative problem-solving

Education

Master’s degree in Statistics, Mathematics, Physics, Engineering, Financial Engineering, Data Science

Tools

AI platforms (Vertex AI, Azure AI)

Credit risk management software

Job description

PwC South Africa is seeking a Senior Associate for its Financial Risk Management practice in Toronto. The role focuses on developing and validating credit risk models, utilizing AI and machine learning methodologies.

The successful candidate will help financial institutions rethink risk management strategies. A Master's degree in a quantitative field and experience in credit risk modeling are essential.

The salary range for this position is $73,400 - $122,400, with opportunities for incentive pay.