solutions, including RWA optimisation, scorecard development, and PD/LGD/EAD model development
Market, Liquidity and Operational Risk calculation of market, liquidity and operational risk capital under various regulations, assisting with implementation, and organisational review
Risk management advice: reviewing the current risk management framework, and designing/implementing a prioritised plan to facilitate any required improvements
Complex financial instrument valuation: assisting you in financial instrument valuation in order to evaluate its fair valuation in order to evaluate its fair value
Insurance modelling: developing and validating risk management models for insurers including liability
As Senior Associate, you'll work as part of a team of problem solvers, helping to solve complex business issues from strategy to execution. PwC Professional skills and responsibilities for this management level include but are not limited to:
Conduct financial riskmodels design and development, model validation and testing, and other advanced data analytics on a wide range of client portfolios (financial and non-financial services)
Develop and apply credit risk methodologies including IFRS 9 and Basel II/
