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About the Role
As a Financial Instruments Valuation and Market Risk Manager, you will drive meaningful outcomes by leading projects in the valuation of financial instruments, assisting clients with model development and validation, and providing advice on risk management and hedging strategies. You will also conduct market research, assist with client presentations and proposals, and contribute 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
- Experience with Value at Risk (VAR) is desirable
- 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
- An understanding of accounting requirements related to Financial Instruments would be beneficial
- 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
- Derivatives 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 for Financial Instruments
- Communication skills
- Written skills
- Critical thinking
- Teamwork
- Client service
- Mentoring
- Coaching
- GenAI solutions
Location
- Major city centres (Canada)
Work Type
- Full-time
Experience Level
- Manager
Education Level
- Quantitative discipline degree (Math, Statistics, Physics, Engineering or similar)
Salary/Compensations
- $97,800 - $147,800
Benefits
- Competitive compensation package
- Inclusive benefits
- Flexibility programs
- Variable incentive pay programs
About the Company
- PwC is inspiring and empowering its 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.
- 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.