INSenior AssociateTreasuryFST CaptivesAdvisoryGurgaon

Line of Service

Advisory

Industry/Sector

FS X-Sector

Specialism

Risk

Management Level

Senior Associate

Job Description & Summary

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.

*Why PWC

about us.

At PwC we believe in providing equal employment opportunities without any discrimination on the grounds of gender ethnic background age disability marital status sexual orientation pregnancy gender identity or expression religion or other beliefs perceived differences and status protected by law. We strive to create an environment where each one of our people can bring their true selves and contribute to their personal growth and the firms growth. To enable this we have zero tolerance for any discrimination and harassment based on the above considerations.

Job Description & Summary:

PwC India is seeking highly skilled Treasury and Liquidity Risk Model Validation Specialist to join our team.

Responsibilities:

Model Validation:

Independently validate Treasury and Liquidity Risk Models including liquidity coverage ratio (LCR) net stable funding ratio (NSFR) funding models and interest rate risk models.

Review and assess the conceptual soundness assumptions mathematical frameworks and input data used in models.

Develop and implement testing and benchmarking processes to challenge and validate the models.

Conduct sensitivity analysisbacktesting and stress testing to ensure the models perform under various market conditions.

Produce detailed validation reports with findings recommendations and remediation actions.

Documentation & Compliance:

Ensure model documentation complies with internal governance policies and regulatory standards (e.g. Basel III IRRBB CCAR PRA).

Maintain thorough records of validation processes assumptions and results for both internal and regulatory reviews.

Risk Management Collaboration:

Work closely with the Treasury Liquidity Risk and Market Risk teams to understand the models role in risk management and the broader strategic impact.

Provide support during internal and external audits related to model governance and validation.

Continuous Improvement:

Stay informed on the latest regulatory developments market trends and validation techniques in Treasury and Liquidity Risk Management.

Assist in refining the model risk management framework to improve the effectiveness of model validation processes.

Education:

AMastersdegree or higher in a quantitative discipline such as Financial Engineering Mathematics Statistics Economics or a related field.

Certifications such as CFA FRM or PRM are a plus.

Experience:

3 years of experience in model validation or model development within Treasury Liquidity Risk or Market Risk.

Strong understanding of Treasury and Liquidity Risk models including LCR NSFR interest rate risk and liquidity gap analysis.

Experience with model development validation or governance frameworks in a financial institution preferably within a multinational investment bank.

Technical Skills:

Proficiency in programming languages used for model validation such as Python R or MATLAB.

Advanced knowledge of Excel including VBA.

Familiarity with regulatory requirements related to Treasury and Liquidity Risk (e.g. Basel III IRRBB PRA ECB).

Analytical and Problem-Solving Skills:

Strong quantitative and analytical skills with a deep understanding of financial modeling techniques.

Ability to critically assess model performance and suggest improvements.

Communication:

Excellent written and verbal communication skills with the ability to present complex findings clearly to non-technical stakeholders.

Strong documentation skills with attention to detail

Mandatory skill sets:

model validation or model development within Treasury Liquidity Risk or Market Risk.

Preferred skill sets:

Proficiency in programming languages used for model validation such as Python R or MATLAB

Years of experience required:

3 Years

Education qualification:

Master Degree

Education (if blank degree and/or field of study not specified)

Degrees/Field of Study required: Master Degree Bachelor of Engineering

Degrees/Field of Study preferred:

Certifications (if blank certifications not specified)

Required Skills

Security Risk

Optional Skills

Accepting Feedback Accepting Feedback Active Listening Analytical Thinking Anti-Bribery Anti-Money Laundering Compliance Business Ethics Code of Ethics Communication Compliance and Governance Compliance and Standards Compliance Auditing Compliance Frameworks Compliance Program Implementation Compliance Reporting Compliance Review Compliance Risk Assessment Compliance Training Controls Compliance Creativity Cybersecurity Risk Management Data Analysis and Interpretation Data Protection Management (DPM) Disability Support Embracing Change 30 more

Desired Languages (If blank desired languages not specified)

Travel Requirements

Not Specified

Available for Work Visa Sponsorship

No

Government Clearance Required

No

Job Posting End Date

April 28 2026

Required Experience:

Senior IC

Employment Type : Full-Time
Experience: years
Vacancy: 1