21 Oct
PwC
Toronto
A career in our Financial Risk Management practice will provide you with the opportunity to contribute to a variety of consulting and assurance services to design solutions that address our clients' complex analytical challenges, as well as their broader business issues. Our team helps clients identify, measure and manage market risk (e.g. interest rate, foreign exchange, liquidity, equity, commodity, etc.) and credit risk arising in the course of business activities and through the use of financial instruments. In the areas of framework and systems, we help clients evaluate, develop and implement financial risk management frameworks, tools and solutions for all key financial risks.
Meaningful work you'll be part of
As a Financial Instruments, Valuation and Governance Senior Associate , y ou'l l work as part of a team of problem solvers, helping to solve complex business issues from strategy to execution. Responsibilities include but are not limited to:
• Independent valuation of financial derivatives and instruments
• Model development, validation and implementation of valuation and/or market risk models
• Model risk governance and controls related activities supporting clients in managing model risk across multiple asset classes
• Advice on market risk management, hedging strategies and appropriate derivative instruments
• Collaborate with the team members at various levels to lead and develop compelling client proposals, white papers, thought leadership and points of view, describing the business challenge and proposed business solution on the topics such as model risk management
• Build and maintain effective, trusting and collaborative client relationships
Experiences and skills you'll use to solve
• Minimum 2-year of r elevant experience in derivative valuation and banking/treasury risk management experience or risk management advisory experience
• Master's degree in Mathematics , Statistics, Physics, Engineering, Financial Engineering or other relevant fields is preferred
• Experience with creating financial models utilizing programming skills in Matlab, Python, C++, etc.
• Experience with modeling interest rate, FX, equity or credit risk is desirable
• Experience with Value at Risk (VAR) is desirable
• An understanding of accounting requirements related to f inancial i nstruments would be beneficial
• Communications skills demonstrated through the ability to write proposals, reports,
presentations, etc.
• Demonstrated ability to manage and prioritize multiple projects
Why you'll love PwC
We're inspiring and empowering our people to change the world. Powered by the latest technology, you'll be a part of diverse teams helping public and private clients build trust and deliver sustained outcomes. This meaningful work, and our continuous development environment, will take your career to the next level. We reward your impact, and support your wellbeing, through a competitive compensation package, inclusive benefits and flexibility programs that will help you thrive in work and life. Learn more about our Application Process and Total Rewards Package at: https://jobs-ca.pwc.com/ca/en/life-at-pwc
The most connected firm through activity based working
PwC Canada is committed to cultivating an inclusive, hybrid work environment - one that is collaborative, supportive and productive. We work in-person and virtually, as is best suited for our clients, teams and people. We want you to be intentional with your work, how you do it and where it's done. PwC offices are hubs of connectivity and learning. We strongly encourage our people to prioritise in-person work. We know that hybrid work is all about balance, and capturing the benefits of in-person work is essential to your growth at the firm. Exact expectations for your team can be discussed with your interviewer.
At PwC Canada,
our most valuable asset is our people and we grow stronger as we learn from one another. We're committed to creating an equitable and inclusive community of solvers where everyone feels that they truly belong. We understand that experience comes in many forms and building trust in society and solving important problems is only possible if we reflect the mosaic of the society we live in.
We're committed to providing accommodations throughout the application, interview, and employment process. If you require an accommodation to be at your best, please let us know during the application process.
▶️ Financial Instruments, Valuation and Governance Senior Associate
🖊️ PwC
📍 Toronto