IN_Director_Financial Services_FST Captives_Advisory_Gurgaon

Job Description

Line of Service

Advisory

Industry/Sector

Not Applicable

Specialism

Risk

Management Level

Director

Job Description & Summary

At PwC, our people in cybersecurity concentrate on protecting businesses from cyber threats through advanced technologies and strategies. They work to recognise vulnerabilities, build secure systems, and deliver proactive solutions to safeguard sensitive data.

In threat intelligence and vulnerability management at PwC, you will specialise in spotting and analysing potential threats to an organisation's security, as well as handling vulnerabilities to prevent cyber attacks. You will play a crucial post in safeguarding sensitive information and allowing the resilience of digital infrastructure.

*Why PWC

At PwC, you will be part of a vibrant community of solvers that leads with trust and creates distinctive outcomes for our clients and communities. This purpose-led and values-driven work, powered by technology in an environment that drives innovation, will equip you to make a tangible impact in the real world. We reward your contributions, support your wellbeing, and offer inclusive benefits, flexibility programmes and mentorship that will help you thrive in work and life. Together, we grow, learn, care, collaborate, and create a future of infinite experiences for each other. Learn more 

about us

.

At PwC, we believe in offering equal employment openings, 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 progress and the firm’s expansion. To empower this, we have zero tolerance for any discrimination and harassment based on the above considerations. "

Job Description & Summary 

We are seeking a high-impact Director – FST, Financial Services Risk & Treasury Advisory, GCC Markets to join our Advisory practice. This is a client organisation-facing leadership position focused on driving Financial Services Transformation mandates for banks, NBFCs, capital markets institutions, and global capability centers. The ideal jobseeker will bring deep expertise in financial risk management, credit risk modelling, model validation, stress testing, ICAAP, liquidity risk, IRRBB, IFRS 9 / CECL, enterprise risk management, regulatory compliance, and audit advisory. 

The post requires a senior professional who can combine solid risk domain depth with consulting leadership, client relationship management, solution development, and delivery oversight. The person will be expected to shape large transformation and risk advisory engagements, advise senior stakeholders, develop market credibility, and support development spanning financial services customers. 

 

Responsibilities 

• Client Origination & Progress: Spot, pursue, and convert new openings spanning banks, NBFCs, capital markets firms, global banks, and GCCs for FST, risk advisory, treasury, model risk, and regulatory transformation services. 

• Risk Advisory Leadership: Lead and shape engagements throughout credit risk, liquidity risk, IRRBB, market risk, enterprise risk management, regulatory risk, model risk governance, stress testing, capital adequacy, ICAAP / ILAAP, IFRS 9 ECL, CECL, CCAR, and treasury risk frameworks. 

• Model Risk & Validation: Deliver leadership on independent model validation, model governance, scorecard validation, AI/ML model validation, conceptual soundness reviews, back-testing, benchmarking, monitoring controls, data quality assessment, and documentation adequacy. 

• Regulatory & Audit Advisory: Support client organisations in responding to regulatory expectations, audit observations, MRAs, Basel, PRA, EBA, APS, SR 11-7, and other applicable risk governance needs. 

• Solution Development: Create differentiated FST solutions for credit risk transformation, automated ECL engines, stress testing frameworks, risk appetite frameworks, IRRBB analytics, liquidity risk analytics, and model governance operating models. 

• Engagement Delivery Oversight: Lead cross-functional and multi-geography teams spanning advisory, audit, model validation, treasury, analytics, and risk transformation programs, guaranteeing quality delivery and stakeholder satisfaction. 

• Senior Stakeholder Management: Establish trusted relationships with CROs, CFOs, CAEs, Heads of Risk, Treasury Leaders, Model Risk Leaders, Audit Committees, Risk Committees, and GCC leadership teams. 

• GTM Strategy & Thought Leadership: Contribute to annual GTM plans, sector campaigns, proposals, client organisation presentations, thought leadership, market findings, and FST offering development. 

• Team Leadership: Mentor and guide high-executing teams, support capability development in financial risk modelling, treasury analytics, regulatory risk, quantitative methods, and AI-enabled risk solutions. 

Mandatory Skill Sets 

• 15+ years of track record in financial services risk management, risk advisory, model risk, treasury risk, regulatory risk, audit advisory, or financial services transformation. 

• Solid experience over credit risk, liquidity risk, IRRBB, enterprise risk management, model risk governance, stress testing, capital adequacy, ICAAP, IFRS 9 ECL, CECL, CCAR, and risk appetite frameworks. 

• Demonstrated track record in independent model validation covering PD, LGD, EAD, scorecards, IFRS 9 / CECL models, stress testing models, AI/ML models, and treasury risk models. 

• Solid understanding of regulatory expectations and frameworks such as Basel, SR 11-7, PRA, EBA, APS, and other banking regulatory standards. 

• Experience leading audit advisory, model validation, regulatory response, and risk transformation engagements for global banks or financial institutions. 

• Aptitude to design audit scope, execute fieldwork, review working papers, recognise control gaps, and present risk-focused recommendations to senior management or committees. 

• Solid quantitative and statistical modelling background, covering econometrics, regression techniques, time series, Monte Carlo, GARCH, EWMA, and related analytical methods. 

• Experience leading cross-functional teams and working spanning global customer environments. 

• Robust executive presence, communication, storytelling, proposal development, and consultative selling abilities. 

Preferred skill sets: 

Good-to-Haves: 

• Prior background in Big 4, tier-1 consulting, global banks, or specialist risk advisory firms. 

• Exposure to financial services GCC advisory or global delivery models. 

• Exposure to implementation or automation of IFRS 9 ECL, CECL, ICAAP, IRRBB, liquidity risk, stress testing, or risk appetite frameworks. 

• Experience with AI/ML model validation, GenAI governance, model monitoring, data integrity reviews, and regulatory alignment for AI-driven financial solutions. 

• Experience using Python, R, GRETL, or other statistical and analytical tools for model development, validation, automation, and risk analytics. 

• Experience authoring thought leadership on market risk, ALM, liquidity risk, IRRBB, stress testing, or treasury risk. 

• Exposure to audit committee, risk committee, executive management, and board-level reporting. 

• Certifications or advanced learning in financial risk, risk AI, credit risk modelling, ICAAP, ILAAP, IRRBB, or equivalent areas would be an advantage. 

Years of experience required 

15+ years 

Education qualification: 

 MBA / PGDM preferred 

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

Degrees/Field of Study required: MBA (Master of Business Administration), Master Degree

Degrees/Field of Study preferred:

Certifications (if blank, certifications not specified)

Required Abilities

Cybersecurity

Optional Capabilities

Accepting Feedback, Accepting Feedback, Active Listening, AI Fluency, AI-Human Collaboration, Analytical Thinking, Anti-Bribery, Anti-Money Laundering Compliance, Business Ethics, Coaching and Feedback, 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 {+ 45 more}

Desired Languages (If blank, desired languages not specified)

Travel Expectations

Not Specified

Available for Work Visa Sponsorship?

No

Government Clearance Required?

No

Job Posting End Date

July 19, 2026

This IN_Director_Financial Services_FST Captives_Advisory_Gurgaon vacancy is based in Gurugram.