Risk Model Development And Validation Management

Pwc New York , NY 10007

Posted 3 months ago

A career in our Analytics Technology practice, within Data and Analytics Technology services, will provide you with the opportunity to help organisations uncover enterprise insights and drive business results using smarter data analytics. We focus on a collection of organisational technology capabilities, including business intelligence, data management, and data assurance that help our clients drive innovation, growth, and change within their organisations in order to keep up with the changing nature of customers and technology. You'll make impactful decisions by mixing mind and machine to leverage data, understand and navigate risk, and help our clients gain a competitive edge. Our team helps clients navigate various analytics applications to get the most value out of their technology investment and foster confidence in their business intelligence. As part of our team, you'll help our clients implement enterprise content and data management applications that improve operational effectiveness and provide impactful data analytics and insights.


As a Manager, you'll work as part of a team of problem solvers with extensive consulting and industry experience, helping our clients solve their complex business issues from strategy to execution. Specific responsibilities include but are not limited to:

  • Proactively assist in the management of a portfolio of clients, while reporting to Senior Managers 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

  • Contribute to the development of your own and team's technical acumen

  • Develop strategies to solve complex technical challenges

  • Assist in the management and delivering of large projects

  • Train, coach, and supervise staff

  • Keep up to date with local and national business and economic issues

  • Continue to develop internal relationships and your PwC brand

Degree Preferred:

Doctor of Philosophy

Preferred Knowledge/Skills:

Demonstrates extensive knowledge and/or a proven record of success developing and/or validating testing of models within the Financial Services sector, including the banking industry, consulting, or government regulatory positions, including the following areas: - Econometric/statistical and analytical modeling; - Retail and/or wholesale credit risk models, mortgage prepayment models, and/or complex discounted cash flow models; - Analysis techniques of complex financial services data, including programming and computational techniques for large data sets and quantitative analyses; - Statistical techniques for analyzing financial data, including: sampling, optimization, logistic regression, linear regression, decision tree analysis, and cluster analyses; and, - Model documentation and/or model validation report writing; and Visualization techniques for summarizing complex financial data analyses.

Demonstrates extensive abilities and/or a proven record of success in the following areas: - Utilizing SAS or R software, Excel/VBA, SQL, and other programming languages and applications; - Assisting clients with a broad range of model development, model testing, model documentation, and model validation tasks; - Performing data analysis and manipulation; - Performing statistical model development, estimation, and testing; - Performing analysis and validation testing of statistical and other analytical models developed by PwC's clients; - Drafting model documentation and validation reports which focus on the following model types: Retail (e.g., mortgages, credit cards, auto loans), wholesale (e.g. Commercial and Industrial, Commercial Real Estate), credit risk models, including underwriting credit scorecards, portfolio credit monitoring models, CCAR and DFAST credit loss forecasting models, based PD/LGD/EAD models, and allowance for loan and lease loss models; - Using time series regression models (e.g., CCAR PPNR models), Macroeconomic forecasting / scenario generation models, marketing models; and other statistical and non-statistical models; - Performing advanced statistical and/or econometric modeling with SAS, R, SQL and other statistical and data analysis languages and applications; - Leveraging experience with Microsoft Excel and Access, including VBA; - Utilizing verbal and written communication skills to interface effectively with modelers/validators and all levels of client management; - Contributing to a positive working environment by building solid relationships with team members; proactively seeking guidance, clarification and feedback; - Identifying and addressing client needs, which includes building solid relationships with clients, developing an awareness of Firm services, approaching client in an organized manner, and delivering clear requests for information; - Demonstrating flexibility in prioritizing and completing tasks; - Communicating potential conflicts to a supervisor; - Prioritizing and handling multiple tasks; - Researching and analyzing pertinent client, industry, and technical matters; and, - Utilizing problem-solving skills, communicating effectively in written and verbal formats to various audiences (including various levels of management and external clients) in a professional business environment.

All qualified applicants will receive consideration for employment at PwC without regard to race; creed; color; religion; national origin; sex; age; disability; sexual orientation; gender identity or expression; genetic predisposition or carrier status; veteran, marital, or citizenship status; or any other status protected by law. PwC is proud to be an affirmative action and equal opportunity employer.

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Risk Model Development And Validation Management