Credit Risk Modelling Senior Associate
Toronto, ONPricewaterhouseCoopers LLP
Candidates need proven experience in financial services credit risk modelling and quantitative risk methods. They also need skill in Python, R, SQL, SAS or C++, a master's degree in a quantitative field, and strong written and verbal communication.
Python, R, SQL, SAS, C++, Vertex AI
Manager, Financial Instruments Valuations
Toronto, ONPricewaterhouseCoopers LLP
Candidates need a strong quantitative or finance academic background, extensive experience valuing options, embedded derivatives and private debt, and proven project management and client relationship skills. CFA, FRM or PRM designation is an asset.
Alteryx
Credit Risk Manager
Toronto, ONPricewaterhouseCoopers LLP
Candidates need a post-secondary degree in a quantitative field, hands-on credit risk modelling experience in financial services or professional services, and strong programming skills in Python, R, SQL or SAS. Excellent English communication and project management skills are also required.
Python, R, SQL, SAS, C++, Vertex AI