Manager - Credit Modeler - ASR - FS - Beijing (职位编号:163728WD)
PwC 普华永道
- 公司规模:1000-5000人
- 公司性质:外资(欧美)
- 公司行业:专业服务(咨询、人力资源、财会)
职位信息
- 发布日期:2021-06-04
- 工作地点:北京
- 招聘人数:若干人
- 工作经验:5-7年经验
- 学历要求:本科
- 语言要求:英语熟练
- 职位类别:风险管理/控制
职位描述
Job Description & Summary:
A career within External Audit services, will provide you with the opportunity to provide a range of Assurance services and business advice to a variety of clients from small, fast growing clients to large entities. Our clients are often well known brands and many have broad international reach. We focus on using the latest technology to reduce the level of manual testing ensuring you’ll focus on the most valuable areas of client service and on enhancing corporate governance and the reliability of our clients’ information.
This is a unique opportunity to support some of the fastest growing financial institutions in the region, and globally, in the development and application of the next generation of quantitative models to be used in financial reporting and business management, including credit risk, market risk and financial instrument valuation related models.
We are looking for a manager with the proven technical skills in quantitative modelling, either from industry or consultancy, who wants the challenge of leading teams supporting our clients in the application of best in financial risk management, financial reporting and business management process.
Your responsibilities:
IFRS9 is the new financial reporting standard driving the next generation of credit forecasting models, which is behind the redevelopment in the approach to credit modelling, with PwC being the leading firm in the region supporting banks in the transition to IFRS9.
As a Manager in our group, you will work with clients and audit teams to build awareness of the IFRS9 credit modelling and/or financial instrument valuation modelling practice, providing observations on the approaches seen in the market and the acceptability thereof.
Your role will also include managing teams to perform detailed review and testing of our audit clients’ IFRS 9 models and valuation models, and leading consulting engagements with non-audit clients to assist with development or validation of quantitative models. Our clients include small, medium to large sized banks, securities, asset management companies, insurances and fintech companies.
- 5+ years’ experience in a financial services institution, including banking, securities, insurance company, asset management companies, and/or consultancy firms.
- Experience in modelling and validation of financial risk management models
- Experience in IFRS 9 ECL models, econometric models, time series analysis, and/or financial instrument valuations.
- Demonstrated extensive abilities or a proven record of success with supporting efforts related to advising clients or Senior Management in some of the following areas of quantitative risk management:
- Credit risk analytics, workflow and reporting dashboards;
- Financial instrument (derivatives, convertible bonds, ABS) valuation;
- Anti-money laundering models;
- IRRBB models;
- Basel III regulatory capital modelling;
- Stress Testing and Capital Planning fundamentals;
- Economic capital and loan pricing fundamentals;
- Use and application of credit risk management software, including application of vendor tools;
- Credit origination, servicing and review/approval processes;
- Capital markets and counterparty risk management;
- Other risk management disciplines involving market and operational risks
- Cash and derivative financial instruments including credit derivatives
- Strong project management skills, including but not limited to: meeting facilitation, coordination of client and internal project staffs and teams, deliverable production and quality review, and strict adherence to timelines and deadlines
- Good presentation and communication skills;
- Multi-tasking skills and ability to meet deadlines;
- Sound understanding of emerging industry trends, regulatory environment and financial institution responses;
- Thorough ability to support the analysis of current state, the development of the target state and the presentation of alternatives and recommendations to Senior Management;
- Experience in managing people / teams;
- Experience with programming (e.g. SAS, R, SQL, Python, Matlab, C++ etc.);
- Willingness to travel (up to 50%);
- Bachelor above degree;
- Bilingual in Mandarin and English;
- Consulting skills within a professional services and general risk management environment;
- Experience with modelling concepts under IFRS 9;
- Professional designations.
The PwC China (including Mainland China, Hong Kong, Macau) does not accept unsolicited resumes from search firm recruiters. Fees will not be paid in the event a candidate submitted by a recruiter without an agreement in place is hired; such resumes will be deemed the sole property of PwC China (including Mainland China, Hong Kong, Macau). PwC China (including Mainland China, Hong Kong, Macau) is an equal opportunity employer. All aspects of employment will be based on merit, competence, performance, and business needs. We do not discriminate on the basis of race, color, religion, marital status, age, national origin, ancestry, physical or mental disability, medical condition, pregnancy, genetic information, gender, sexual orientation, gender identity or expression, veteran status, or any other status protected under the local law.
职能类别:风险管理/控制
公司介绍
普华永道中国內地、中国香港及中国澳门成员机构根据各地适用的法律协作运营。整体而言,员工总数超过17,000人,其中包括超过600名合伙人。
无论客户身在何处,普华永道均能提供所需的专业意见。我们实务经验丰富、高素质的专业团队能聆听各种意见,帮助客户解决业务问题,发掘并把握机遇。我们的行业专业化有助于就客户关注的领域共创解决方案。
我们分布于以下城市:北京、上海、香港、沈阳、天津、大连、济南、青岛、郑州、西安、南京、合肥、苏州、武汉、成都、杭州、宁波、重庆、长沙、昆明、厦门、广州、深圳、澳门、海口。
联系方式
- Email:honglin.h.zhang@cn.pwc.com
- 公司地址:浦东新区东育路588号