Credit Risk Technology Senior Manager

Pwc Canada•Toronto, ON

23d•CA$147,300 - CA$197,300

About The Position

Join a dynamic team of talented risk professionals who are at the forefront of transforming how organizations navigate today’s most critical challenges across key and emerging risk landscapes. In our Financial Services Risk and Regulatory Advisory practice, you’ll have the unparalleled opportunity to shape innovative solutions that tackle complex problems and drive meaningful business outcomes for leading financial institutions. We are seeking a Senior Manager with a specialized credit risk technology background to join our Financial Services Risk & Regulatory Advisory practice. This role sits at the intersection of quantitative credit risk modeling and modern technology, acting as the bridge between credit risk modelers who design and validate credit risk models and the platforms and infrastructure that operationalize them. The successful candidate will lead the design, delivery, and modernization of credit credit risk technology and modeling programs for Canadian banks and financial institutions, with a strong emphasis on production resilience, data quality, model governance, and OSFI aligned regulatory expectations. As a Credit Risk Technology Senior Manager, unlock your potential and embrace the chance to drive meaningful outcomes that’ll elevate your career. Your role will include, but isn’t limited to: Lead client engagements focused on credit risk technology and credit risk model modernization, spanning model development, validation, deployment, and monitoring, from requirements through go live Advise on the full credit risk model lifecycle, including PD, LGD, EAD, provisioning and ECL, stress testing, and scoring and decisioning models Design and implement scalable, production grade data and modeling architectures that support credit risk model calculation, reconciliation, and reporting Ensure reconciliation between data domains and safeguard data quality, timeliness, and lineage in line with OSFI expectations Architect and oversee production grade data pipelines and model operationalization across a range of platforms, which may include credit decisioning and scoring platforms (for example, FICO, Moodys), cloud data and analytics platforms (for example, Databricks, Google Cloud, Microsoft Azure, AWS), and statistical and modeling environments (for example, SAS, Python, R) Advise clients on platform selection and integration based on their existing technology landscape rather than a single vendor solution Address operational challenges including late arriving data, production failures, recovery processes, and end to end data and model lineage and audit trails Implement robust model governance, access controls, and controls to meet regulatory and audit requirements Act as a strategic advisor and thought leader, translating complex model architecture and technology into clear insights for non-technical risk executives Critically assess client credit risk, model, and technology landscapes to identify mitigation opportunities and craft innovative, customized solutions.

Requirements

Demonstrated experience delivering credit risk technology and credit risk model programs, ideally within a technology team, a technology
Hands on experience across one or more credit risk and analytics platforms, such as FICO, Moodys, Databricks, Google Cloud, Microsoft Azure, AWS or SAS
Proficiency with modern data engineering and modeling tools and languages, such as Python, R, SQL, PySpark, and Spark
Deep knowledge of credit risk methodology and credit risk models (for example, PD, LGD, EAD, provisioning and ECL, scoring, and stress testing) and their operational implementation
Data Pipeline and Model Engineering: Building resilient, production grade pipelines and model deployment processes, and handling late arriving data
Operational Resilience: Experience with production failures and recovery processes
Communication: Ability to explain complex model and technology architecture to non-technical risk executives
Strong business acumen, problem solving, report writing, and stakeholder engagement skills
Strong leadership and team management capabilities
A commitment to continuous professional learning to remain at the forefront of regulatory and technology developments

Responsibilities

Lead client engagements focused on credit risk technology and credit risk model modernization, spanning model development, validation, deployment, and monitoring, from requirements through go live
Advise on the full credit risk model lifecycle, including PD, LGD, EAD, provisioning and ECL, stress testing, and scoring and decisioning models
Design and implement scalable, production grade data and modeling architectures that support credit risk model calculation, reconciliation, and reporting
Ensure reconciliation between data domains and safeguard data quality, timeliness, and lineage in line with OSFI expectations
Architect and oversee production grade data pipelines and model operationalization across a range of platforms, which may include credit decisioning and scoring platforms (for example, FICO, Moodys), cloud data and analytics platforms (for example, Databricks, Google Cloud, Microsoft Azure, AWS), and statistical and modeling environments (for example, SAS, Python, R)
Advise clients on platform selection and integration based on their existing technology landscape rather than a single vendor solution
Address operational challenges including late arriving data, production failures, recovery processes, and end to end data and model lineage and audit trails
Implement robust model governance, access controls, and controls to meet regulatory and audit requirements
Act as a strategic advisor and thought leader, translating complex model architecture and technology into clear insights for non-technical risk executives
Critically assess client credit risk, model, and technology landscapes to identify mitigation opportunities and craft innovative, customized solutions