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About the Role
As a Financial Instruments Valuation and Market Risk Manager, you will lead projects in valuation of financial instruments, assist clients with model development and validation, and provide advice on risk management and hedging strategies. You will also conduct market research and assist with client presentations and proposals, while contributing to the development of GenAI solutions.
Responsibilities
- Lead projects in valuation of Financial instruments, such as debt instruments with embedded derivatives, structured products, derivatives, and commodity contracts
- Lead projects in assisting clients with model development and validation of financial instrument valuation, market risk and liquidity risk models
- Provide advice on risk management, hedging strategies and practical use of derivative instruments
- Provide advisory assistance for market risk management engagements
- Conduct market research on industry trends, technical topics and valuation methodologies
- Assist in client presentations and proposals
- Assisting in the development of leading edge GenAI solutions that transform the delivery of these services, and provide GenAI advice to our clients
Requirements
- Relevant experience in financial instrument/derivatives valuation, market risk or banking/treasury experience
- Experience with creating financial models utilizing strong programming skills in MATLAB, Python, R, FINCAD etc.
- Experience with modeling interest rate, commodity risk, FX, equity or counterparty credit risk
- A strong academic background in quantitative discipline (i.e. Math, Statistics, Physics, Engineering or a similar quantitative discipline)
- Solid understanding of complex financial instruments and derivative products
- Strong communications and written skills demonstrated through the ability to explain complex concepts to non-technical audience
- Ability to interact well with others in a professional, team-oriented, client service environment, and to mentor/coach these team members toward developmental objective
- A demonstrated commitment to valuing differences and working alongside and/or coaching diverse people and perspectives
- Strong critical thinking skills and the ability to work independently and collaboratively in a team-oriented environment
Skills
- Financial instrument valuation
- Market risk
- Banking/treasury
- Financial modeling
- MATLAB
- Python
- R
- FINCAD
- Interest rate risk modeling
- Commodity risk modeling
- FX risk modeling
- Equity risk modeling
- Counterparty credit risk modeling
- Value at Risk (VAR)
- Quantitative analysis
- Complex financial instruments
- Derivative products
- Accounting requirements related to Financial Instruments
- Communication
- Teamwork
- Mentoring
- Coaching
- Critical thinking
- GenAI solutions
Location
- Major city centres (Canada)
Work Type
- Full-time
Experience Level
- Manager
Education Level
- Degree in a quantitative discipline (i.e. Math, Statistics, Physics, Engineering or a similar quantitative discipline)
Salary/Compensations
- $97,800 - $147,800
Benefits
- Variable incentive pay programs
- Comprehensive total rewards package
- Inclusive benefits
- Flexibility programs
About the Company
- PwC Canada acknowledges that we work and live across Turtle Island, on the land that is now known as Canada, which are the lands of the ancestral, treaty and unceded territories of the First Nations, Métis and Inuit Peoples. We recognize the systemic racism, colonialism and oppression that Indigenous Peoples have experienced and still go through, and we commit to allyship and solidarity.
Equal Opportunity
- We’re committed to providing accommodation throughout the application, interview, and employment process. If you require accommodation to be at your best, please let us know during the application process.
- Our use of AI helps ensure we combat bias by evaluating candidates equally and fairly, without seeing identity information, such as your name, or gender for example). AI also helps us better predict successful hires by reviewing all applicants for a role and the relationship between your skills, experience and likely success at PwC Canada. While AI supports parts of our recruitment process, final hiring decisions always involve human review.