Manager – Credit Risk Modelling (Financial Services)

About the role

PwC is seeking a Manager to lead credit risk modelling initiatives within its Financial Services & Operations practice. The role focuses on delivering Basel III/SBV Basel regulatory projects for banks, analysing large‑scale banking data, and supporting the implementation of credit risk models and analytics.

Key responsibilities

• Deliver Basel III/SBV Basel regulatory projects with an emphasis on credit risk.
• Analyse large‑scale banking data and develop methodologies, calculation logic, and tools compliant with Basel II/III and SBV Basel regulations.
• Develop and maintain framework documentation, policies, procedures, and internal guidelines related to credit risk.
• Support implementation of credit models, Basel computation engines, and risk analytics data marts, including BRD creation, UAT, and system deployment.
• Conduct training programmes, facilitate knowledge sharing, and contribute to research and development of new risk models and analytical applications.

Required profile

• Bachelor’s or Master’s degree in Banking, Finance, Economics or a related quantitative field.
• Over five years of experience in Basel II/III/SBV Basel credit risk, RWA, ICAAP, stress testing, or related technology development.
• Professional certifications such as FRM or CFA are a distinct advantage.
• Strong analytical mindset, business acumen, and excellent communication skills.
• Proven ability to mentor junior staff and work independently with minimal supervision.

Required skills

• Advanced proficiency in Excel
• VBA programming
• SQL and database familiarity