Credit Risk Technology Senior Manager

PwC•Toronto, ON

8d•CA$147,300 - CA$197,300

About The Position

At PwC, our people in risk and compliance focus on maintaining regulatory compliance and managing risks for clients, providing advice, and solutions. They help organisations navigate complex regulatory landscapes and enhance their internal controls to mitigate risks effectively. In regulatory risk compliance at PwC, you will focus on confirming adherence to regulatory requirements and mitigating risks for clients. You will provide guidance on compliance strategies and help clients navigate complex regulatory landscapes. The Opportunity: As a Credit Risk Technology Senior Manager, unlock your potential and embrace the chance to drive meaningful outcomes that’ll elevate your career.

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