Consultant Manager in Market Risk Modeling | Banking | Permanent Contract | M/F

Job Description & Summary

Risk and value models are becoming increasingly important in the financial sector today. At the heart of innovation, they have become indispensable for measuring risks and decisive for decision-making. This evolution is constantly reinforced by prudential regulation and is gradually gaining all economic sectors.

To meet these challenges, within its Financial Services Risk & Regulatory division, PwC has created a multidisciplinary team bringing together actuaries and quantitative finance specialists: RVMS (Risk & Value Measurement Services).

Serving banks, insurance companies, asset managers, and FinTechs, our RVMS division brings together nearly 70 modeling and risk experts (actuaries, quantitative engineers, and data scientists).

What you can expect from us:

• Daily assignments closely related to new regulations within banking institutions (IB, asset/wealth management, CCP)
• Leading projects related to market risk management (expertise related to risk modeling or compliance with regulatory changes in market risk, for example)
• Assisting in the diagnosis and improvement of calculation, monitoring, and operational management systems for market, counterparty, and liquidity risks
• Managing strategic risk function transformation programs
• Implementing risk governance frameworks, defining target operational models
• Carrying out projects to optimize capital consumption and measure capital profitability ("Risk Appetite")
• Supporting your clients in integrating climate/ESG risk into their risk management framework
• Supervising teams on assignment and ensuring the training and skill development of consultants
• Ultimately, you will participate in business development activities as well as the technical supervision of more junior consultants in the operational aspects of assignments

Keywords: market risk, counterparty risk, modeling, stress test, FRTB, CVA, model validation, team management, project management

Terms

• Variable mission duration (from a few days to several months)
• Mission location mainly in IDF (Île-de-France), travel to be expected in France and abroad depending on the mission

What we expect from you

• Graduate of a business school, engineering school, or equivalent university with a specialization in statistics, applied mathematics, or finance
• You have a minimum of 5 years of experience within an audit/consulting firm and/or a banking institution
• Writing and communication skills, leadership, strong intellectual curiosity, and great adaptability
• Knowledge of consulting professions, the banking sector, and regulations
• Interest and curiosity for new technologies, tools, development, advanced Excel, etc.
• You have a good team spirit and are client satisfaction oriented
• Comfortable with public speaking
• Professional English level (B2/C1)

These benefits we offer:

Work environment and Flexibility

• Flexibility with the FlexWork charter: extended teleworking, geographical mobility, FlexTime, Dress for your day
• Crystal Park (Neuilly-sur-Seine site): 2-hectare private park, concierge, music room, gym, Café Joyeux

Development

• International mobility and internal mobility from 12 months of seniority
• New World. New Skills program to develop skills on tomorrow's challenges (ESG, technologies, diversity inclusion) and access to an on-demand training platform

Commitment

• Credit of 3 days per year on working time for societal engagement missions
• Sustainable mobility pass to cover your sustainable mobility expenses

Health/Well-being

• Be Well, Work Well program to take care of your health (Gymlib partnership, United Heroes application, sports associations, mindfulness training, etc.)
• Family Care program to support you in your parenting projects as well as in difficult times

Also: RTT (reduction of working time), health and provident insurance, company restaurants and meal vouchers, benefits from the Inter-Company Committee…

All our offers are open to people with disabilities.