Financial Instruments Valuation and Market Risk Manager

PwC Canada; Montreal; Sur place; CAD 98 000 - 148 000; Plein temps

Résumé du poste

PwC Canada is seeking a skilled professional for Financial Services Risk & Regulatory – Financial Risk Management to lead valuation projects and assist in model development for market and liquidity risk. You will work with derivatives, structured products, and commodity contracts while collaborating with clients and teams to deliver insights.

You will also contribute to GenAI-enabled solutions, helping clients transform service delivery and risk management practices across industries such as

Qualifications

• 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.
• 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.

Responsabilités

• 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.
• This role also offers valuable exposure to a diverse range of client industries, including mining, financial services, energy, and manufacturing, allowing you to broaden your expertise and deepen your understanding of sector-specific challenges

Connaissances

Financial instruments valuation

Market risk

Banking/treasury experience

MATLAB

Python

R

FINCAD

Value at Risk

Formation

Quantitative discipline (Math/Statistics/Physics/Engineering)

Outils

MATLAB

Python

R

FINCAD

Description du poste

A career in ourFinancial Services Risk & Regulatory -FinancialRisk Managementpractice will provide you with the opportunity to contribute to a variety of risk management, regulatory, valuation, consulting and assurance services to design solutions that address our clients’ complex accounting and financialreporting challenges, as well assolvingtheir broader business issues. Our team helps clientssolvebusinessissues and financial risksarising in the course of business activities. Our agile team is continuously growing and facing new exciting opportunities across multiple industries. You will workas part of a team of problem solvers anddevelop technical skills in complex valuation, risk modelling, risk management, capital marketstransactions and regulatory requirements.

The Opportunity

• 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.
• This role also offers valuable exposure to a diverse range of client industries, including mining, financial services, energy, and manufacturing, allowing you to broaden your expertise and deepen your understanding of sector-specific challenges

What You’ll Bring

• 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.

This position ensures continuity and upholds our standards of excellence following the departure of a valued team member.

The salary range for this position is $97,800 - $147,800. The posted salary range represents the expected hiring range for PwC locations in major city centres. Given our national recruiting approach, ranges may vary for positions in other locations. At PwC Canada, base salary is determined by your skills, experience, qualifications and work location. In addition to base salary, eligible employees may have opportunities to participate in variable incentive pay programs which are designed to reward individual and firm-wide achievements. We are committed to offering competitive compensation and adhere to all relevant pay transparency legislation. During the hiring process, our Talent Acquisition team will provide details about our comprehensive total rewards package.

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.

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.

The use of artificial intelligence (AI) in recruiting is just getting started, so we know you have questions about how and why we use it. At certain points during our recruiting process, we rely on AI to improve your experience. This could be during resume review or curating personalized job recommendations, asking you clarifying questions via a chatbot or during our interview scheduling to improve your experience. Our use of AI helps ensure we combat bias by evaluating candidates equally and fairly, without seeing identity information, such as your name, or gender for example). AI also helps us better predict successful hires by reviewing all applicants for a role and the relationship between your skills, experience and likely success at PwC Canada. While AI supports parts of our recruitment process, final hiring decisions always involve human review. For more information about our use and protection of your data, please refer to our Privacy Policy (https://www.pwc.com/ca/en/privacy-policy.html).