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Credit Modeller

Employer
PwC Malaysia
Location
Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur (MY)
Salary
will share
Closing date
Apr 18, 2019

View more

Job Function
Risk Management
Industry Sector
Consulting Firm
Certifications
Passed CFA Level I
Employment Type
Full Time
Education
Bachelors

Specific responsibilities include but are not limited to:

  • Proactively assist in the management of a portfolio of clients, while reporting to Directors and above
  • Be involved in the financial management of clients
  • Be actively involved in business development activities to help identify and research opportunities on new/existing clients
  • Develop project strategies to solve complex technical challenges for our clients
  • Manage and deliver large projects by developing the project team, assessing engagement risks throughout, driving conclusions, and reviewing / challenging the output produced by the team
  • Shape and deliver projects to meet and exceed the expectations of our clients and our own quality criteria
  • Train, coach, and supervise team members
  • Continue to develop internal relationships and developing your PwC brand 
  • Manage end-to-end delivery of highly technical and complex credit modelling, capital provisioning and methodology projects
  • Develop and validate credit risk models/ assessment tools, and capital modelling of PD, LGD and EAD for wholesale/ retail portfolios across the credit life cycle
  • Perform analysis of outputs and communicate effectively with other team members and clients
  • Perform detailed review and testing of clients’ IFRS 9 models
  • Lead advisory engagements to assist with development/enhancement or validation of IFRS 9 models
  • Deliver the solutions on a statistical IT platform, using software such as SAS (or other similar programming software), and other analytics techniques

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