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
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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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