Senior Associate — Credit & Operational Risk Analytics

PwC; Hong Kong Island; On-site; HKD 480,000 - 960,000; Full time

Job summary

PwC Hong Kong is seeking a Senior Associate in Credit Risk/Operational Risk within FS Consulting. You will support the Risk and Data Analytics landscape, implementing risk management solutions for financial institutions, including Basel planning, ICAAP, stress testing, and ESG considerations.

You will develop and validate credit risk models (IRB, IFRS 9 ECL), assess IT infrastructure, and engage with clients to translate issues into actionable risk analytics using Python, SAS, and R.

Qualifications

• Bachelor’s degree in Statistics, Risk Management, Mathematics, Economics, Quantitative Finance; Master degree holder will be given priority
• Qualified member of CFA, FRM is preferred
• Minimum 2 years of relevant experience in banks/insurance companies, rating agencies, management consulting firms; associate title for less experience
• Good knowledge of Banking business and risk management processes

Responsibilities

• Support Risk and Data Analytics for financial institutions, including Basel planning and ICAAP
• Develop, validate and review credit risk models (Basel IRB, IFRS 9 ECL)
• Understand clients’ IT infrastructure and identify improvement areas for risk analytics
• Perform data mining and big data analytics to support decisions
• Collaborate with vendors to formulate risk and data services
• Provide risk analytics coaching and knowledge sharing within the team

Skills

Credit risk modelling

IFRS 9

Stress testing

Programming (Python, SAS, R)

Communication skills

Education

Bachelor’s degree in Statistics, Risk Management, Mathematics, Economics, Quantitative Finance

CFA/FRM (preferred)

Tools

Python

SAS

R

Job description

PwC Hong Kong is seeking a Senior Associate in Credit Risk/Operational Risk within FS Consulting. You will support the Risk and Data Analytics landscape, implementing risk management solutions for financial institutions, including Basel planning, ICAAP, stress testing, and ESG considerations.

You will develop and validate credit risk models (IRB, IFRS 9 ECL), assess IT infrastructure, and engage with clients to translate issues into actionable risk analytics using Python, SAS, and R.