R&R - FS - Market Risk - Senior Associate

Skills

• Respond effectively to the diverse perspectives, needs, and feelings of others.
• Use a broad range of tools, methodologies and techniques to generate new ideas and solve problems.
• Use critical thinking to break down complex concepts.
• Understand the broader objectives of your project or role and how your work fits into the overall strategy.
• Develop a deeper understanding of the business context and how it is changing.
• Use reflection to develop self awareness, enhance strengths and address development areas.
• Interpret data to inform insights and recommendations.
• Uphold and reinforce professional and technical standards (e.g. refer to specific PwC tax and audit guidance), the Firm's code of conduct, and independence requirements.
  

Experiences And Skills You’ll Use To Solve

• Relevant experience/education in financial derivative/instrument valuation and banking/treasury risk management experience or derivative valuation advisory experience
• Bachelor's degree in Math, Statistics, Physics, Engineering or a similar quantitative discipline is required
• Experience with creating financial models utilizing strong programming skills in Python, Matlab, Visual Basic, etc.
• Experience with modeling interest rate, FX, equity, commodity, credit, or counterparty credit risk
• Experience with modeling debt instruments (public/private credit) is an asset
• Experience with Value at Risk (VAR) is an asset
• Experience with xVA (credit/debt/funding value adjustment) is an asset
• Communications skills demonstrated through the ability to write proposals, reports, presentations, etc.
• Ability to interact well with others in a professional, team-oriented, client service environment, and to mentor/coach these team members toward developmental objectives
• A demonstrated commitment to valuing differences and working alongside diverse people and perspectives