Job Description

Line of Service AdvisoryIndustry/Sector FS X-SectorSpecialism OperationsManagement Level Senior Associate & Summary A career within Financial Risk and Regulatory services, will provide you with the opportunity to help business leaders embed a proactive and dynamic risk management capability and mind set into their corporate business practices. From strategy through to implementation, we help put in place people, processes and technology so they can leverage financial risk management to identify new opportunities and pursue success as smoothly, systematically and sustainably as possible in the face of changing markets, technologies and competition.Why PWCAt 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 enable 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 .Responsibilities:\xc2\xb7 Conduct market risk assessments for clients and develop effective risk management strategies.\xc2\xb7 Model development/Independent validation of various market risk models including Value at Risk (VaR), Stress VaR, Expected Shortfall, RNIV models, Pricing models, Treasury models (In house or Vendor models) etc.\xc2\xb7 Valuation of various financial instruments and derivatives across the asset classes - Equity, Credit, IR, FX, Commodities etc.\xc2\xb7 Monitor risk appetite breaches, material risks, loss events and/or deviations from Model Risk Policy/Framework and report to relevant Domain-aligned teams and escalate on a timely basis.\xc2\xb7 Stay up to date with industry trends, regulations, and best practices related to market risk management.Mandatory skill sets:\xc2\xb7 Strong understanding of pricing models and risk sensitivities of various financial products and derivatives, including options, futures, and swaps.\xc2\xb7 Experience in working on pricing of various financial instruments including derivatives across traded or non-traded market risk.\xc2\xb7 Hands-on experience in working on statistical and quantitative methods.\xc2\xb7 Solid quantitative development experience in a programming language - Python/C++/C# is mandatory.Preferred skill sets:\xc2\xb7 Ability to work independently and as part of a team in a fast-paced, dynamic environment.\xc2\xb7 Excellent analytical, problem-solving, and communication skills.\xc2\xb7 Hands-on experience in working on SQL.Years of experience required:4 to 8 yearsEducation qualification:Bachelors/Masters/PhD degree in a quantitative field such as financial engineering, Math, Statistics, Finance, Economics etc.Education (if blank, degree and/or field of study not specified) Degrees/Field of Study required: Bachelor Degree, Master DegreeDegrees/Field of Study preferred:Certifications (if blank, certifications not specified)Required Skills Market RiskOptional SkillsDesired Languages (If blank, desired languages not specified)Travel RequirementsAvailable for Work Visa Sponsorship?Government Clearance Required?Job Posting End Date

PwC