Financial Instruments, Valuation and Market Risk Manager

As a Financial Instruments Valuation and Market Risk Manager at PwC, you will lead projects in financial instrument valuation, model development and validation for market and liquidity risk, and advise on risk management and hedging strategies. The role involves conducting market research, assisting with client presentations, and solving complex business issues within the Financial Markets Business Advisory services.

Must Have

• Lead projects in valuation of Financial instruments, such as debts 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
• Advice on risk management, hedging strategies and practical use of derivative instruments
• Advisory assistance for market risk management
• Conduct market research on industry trends, technical topics and valuation methodologies
• Assist in client presentation and proposal
• 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
• Experience with modeling interest rate, commodity risk, FX, equity or counterparty credit risk
• Strong academic background in quantitative discipline (Math, Statistics, Physics, Engineering)
• Solid understanding of complex financial instruments and derivative products
• Strong communications and written skills
• Strong critical thinking skills

Good to Have

• Experience with Value at Risk (VAR)
• An understanding of accounting requirements related to Financial Instruments

Perks & Benefits

• Competitive compensation package
• Inclusive benefits
• Flexibility programs
• Continuous development environment

Line of Service

Assurance

Industry/Sector

Not Applicable

Specialism

Conduct and Compliance

Management Level

Manager

Job Description & Summary

A career in our Financial Instruments, Valuation, Market Risk and Governance practice, within Financial Markets Business Advisory services, will provide you with the opportunity to contribute to a variety of risk management, regulatory, valuation, and financial analyses services to design solutions that address our clients’ regulatory, risk management and financial reporting challenges, as well as their broader business issues.

Meaningful work you’ll be part of

As a Financial Instruments Valuation and Market Risk Manager, you’ll work with a team of problem solvers as project leads, helping to solve complex business issues and deliver high quality client services. Responsibilities include but are not limited to:

• Lead projects in valuation of Financial instruments, such as debts 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
• Advice on risk management, hedging strategies and practical use of derivative instruments
• Advisory assistance for market risk management
• Conduct market research on industry trends, technical topics and valuation methodologies
• Assist in client presentation and proposal

Experiences and skills you’ll use to solve

• 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, ,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
• PwC Canada is committed to cultivating an inclusive, hybrid work environment. Exact expectations for your team can be discussed with your interviewer

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

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.

Education (if blank, degree and/or field of study not specified)

Degrees/Field of Study required:

Degrees/Field of Study preferred:

Certifications (if blank, certifications not specified)

Required Skills

Accepting Feedback, Accepting Feedback, Active Listening, Actuarial Science, Analytical Thinking, Coaching and Feedback, Communication, Complex Data Analysis, Creativity, Embracing Change, Emotional Regulation, Empathy, Financial Data Mining, Financial Modeling, Financial Risk Analysis, Financial Risk Management, Inclusion, Intellectual Curiosity, Learning Agility, Optimism, Presenting Financial Reports, Professional Courage, Relationship Building, Risk Analysis, Risk Model Implementation {+ 8 more}

Optional Skills

Desired Languages (If blank, desired languages not specified)

Travel Requirements

Not Specified

Available for Work Visa Sponsorship?

No

Government Clearance Required?

No

Job Posting End Date

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.

To learn more about inclusion and diversity at PwC Canada: https://www.pwc.com/ca/en/about-us/diversity-inclusion.html. Be a part of The New Equation.