PwC Malaysia

Senior Manager - Credit Modeller

PwC Malaysia
Kuala Lumpur
Competitive salary
23 May 2022
23 Jun 2022
Approved employers
Approved employer
Contract type
Full time
Experience level


Whether you’ve just graduated or have years of experience, this is a firm where you can learn and grow.

It’s the PwC experience that stays with you as you build strong networks and make lasting friendships. Be part of a larger team as we work together, drawing on everyone's knowledge and skills to reimagine the possible.

Join PwC today for the experience that stays with you.

Job Description & Summary

A career in our Assurance Risk Management practice, within Assurance Support services, will provide the opportunity to support our engagement teams and clients by providing advice and counsel on accounting, financial reporting, and strategic business issues. In joining, you’ll help ensure a complete and relevant exchange of information among our consultants and in turn with engagement teams and clients, provide experts advice on a variety of specific topics, support engagement teams in resolving complex issues, and supporting clients and their subsidiaries in evaluating the potential impact of accounting and reporting standard setting initiatives. You’ll develop strong relationships with our engagement teams and established audit clients and enhance our ability to meet greater investor expectations with the challenges of an increasingly complex business environment.

Our team works closely with engagement teams, PwC leadership, PwC counsel, and other groups within PwC to identify and manage practice matters. You’ll play an integral role in developing policy, processes, and tools to support the assurance practice and will interact daily with engagement teams to help staff navigate the challenging and highly judgmental aspect of the audit practice.


As a Senior 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 in business development activities to help identify and research opportunities on new/existing clients
  • Manage end-to-end delivery of highly technical and complex credit modelling, capital provisioning and methodology projects
  • Develop and validate credit risk models/ assessment tools, and capital modelling of PD, LGD and EAD for wholesale/ retail portfolios across the credit life cycle
  • Perform analysis of outputs and communicate effectively with other team members and clients
  • Perform detailed review and testing of clients’ IFRS 9 models
  • Lead advisory engagements to assist with development/enhancement or validation of IFRS 9 models
  • Deliver the solutions on a statistical IT platform, using software such as SAS (or other similar programming software), and other analytics techniques

Job requirements:

  • An University degree in Actuarial science, Finance, Economics, Risk Management, Business Mathematics, Statistics
  • CFA, FRM or CPA certification is preferred
  • 8-10 years’ work experience in risk management, developing and/or validating models, hands-on experience working with financial software in financial institution or in professional advisory capacity is preferred
  • Knowledge in any of the following areas would be preferable:
  1. Credit risk management and end-to-end credit processes
  2. Credit risk models (PD/ LGD/ EAD) or impairment models
  3. Credit portfolio management and stress testing
  4. Basel credit risk requirements and local regulatory requirements on credit risk
  5. Familiar with data analytic or programming software, e.g. VBA, SAS, Matlab, R


Bachelor Degree

Desired Languages:


Travel Requirements

Up to 60%

Available for Work Visa Sponsorship?


Government Clearance Required?


For further information, and to apply, please visit our website via the “Apply” button below.

Candidates must be resident in Malaysia, or have the right to work in Malaysia.

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