ALM & Market Risk Specialist

8 Months ago • 2-5 Years • Finance

Job Summary

Job Description

This role requires a professional with experience in financial risk management, including treasury functions and market risk, specifically focusing on Basel Risk Framework, ESG risk management, Liquidity risk, Market risk, ALM, and Treasury. Strong knowledge of relevant regulations, experience in designing and testing methodologies, and excellent communication skills are crucial. The candidate should be comfortable working independently and proposing solutions to risk management problems.
Must have:
  • Financial Risk Management
  • Treasury Functions
  • Market Risk
  • Basel Risk Framework
Good to have:
  • ESG Risk Management
  • Liquidity Risk
  • ALM
  • German Language
Perks:
  • Paid Time Off
  • Benefit Program

Job Details

Job Description & Summary

About the Risk Management Team


Our Financial Risk Management & Modeling team helps our clients in the area of qualitative & quantitative credit, operational and market risks. Specifically, we help our clients with methodologies, models and practical approaches in the topics of underwriting, regulatory practices, capital management, risk based pricing, liquidity management, resolution and recovery, operational risks and ESG. The team is composed of skilled professionals with economics, banking and mathematical backgrounds and diverse banking experience. Our clients include mid-sized and large financial institutions and banks across the globe (ranging from the USA to Mongolia); you will thus be able to truly broaden your horizons.


Job description & summary

  • Work on projects where we support our clients mainly in the following areas: Implementation of Basel Risk Framework (and CRR), ESG risk management, Liquidity risk and Market risk, ALM and Treasury

  • In the role of a senior consultant, you will use your technical expertise and organizational skills to manage and coach junior colleagues during the project delivery

  • Help to design methodologies and tools for risk management purposes

  • Building overarching credit, market & operational risk integrated approaches

  • Occasional (upon agreement) trave


Requirements of the role

  • Educational background in banking, finance, economics or related fields (statistics, econometrics)

  • For Senior role, at least 5 years of experience with financial risk management, incl. 2 years of practical experience with Treasury functions and Market risk - ideally good knowledge of relevant regulation; For junior role at least 2 year of experience in one of the above mentioned areas

  • Comfortable to design and learn new methodologies and internally test them, cooperating with our modelers and developers

  • Ability to actively and independently search for and propose solutions to risk management problems

  • You feel comfortable to stand in front of clients, to inspire them for an idea or to say no to them when deemed necessary

  • Comfortable using English as a main working language (German language knowledge would be a great benefit to our team; Czech language is an advantage, but not required)

  • Ability to work from the Prague or Brno office for at least 3 days a week

  • Positive attitude towards potential engagements in the area of credit risk or other risk areas


What are we offering?

  • Concentrated experience and rapid career growth. It may sound like a platitude, but it really is

  • Fair wages plus paid overtime

  • Paid time off 25 days, 3 Wellbeing days and 2 extra days off from the company at the end of the year

  • High-end Ultrabook and iPhone with unlimited data

  • Benefit program with 45.000 points that you can use for holidays, education, food vouchers, sports (Multisport), health... Simply on what you enjoy

  • Supporting your development and education: business and digital skills training 

  • Opportunity to work in the future at a foreign PwC office, for example in the USA, Canada and there are others in the selection

  • Extra-work activities and Away Days (team building, ski weekend, etc.)

  • Regular feedback on your work, also consultation with a coach with whom you can address your further development and career direction

PwC is the largest audit team in the Czech Republic, but also law, tax, consulting and technology, data or forensic teams. Find out how easy it is to combine this knowledge when you're in the right place. With us, you will get the opportunity to see how business is done in large companies. We are part of an international network of companies with more than 364,000 colleagues in 151 countries. At PwC, we create an inclusive work environment where everyone can be themselves and find their place and opportunity to develop.

Are you interested in our offer? Let us know about yourself and we will discuss more details together!

First, you will complete short online tests where you will find out how you are doing with logic and the ability to understand connections. After successfully passing the tests, you will have an interview and a case study. The last step is an interview with our partner, where you discuss more detailed information about the position.

Ochrana osobních údajů pro žadatele o zaměstnání  / Privacy Statement for Recruitment Applicants 

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About The Company

At PwC, our purpose is to build trust in society and solve important problems. We’re a network of firms in 152 countries with over 327,000 people who are committed to delivering quality in assurance, advisory and tax services. Find out more and tell us what matters to you by visiting us at www.pwc.com. PwC refers to the PwC network and/or one or more of its member firms, each of which is a separate legal entity.


Content on this page has been prepared for general information only and is not intended to be relied upon as accounting, tax or professional advice. Please reach out to your advisors for specific advice.

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