Financial Risk Management Market Risk Manager

PricewaterhouseCoopers International; Toronto; Hybrid; CAD 80,000 - 110,000; Full time

Job summary

A leading consulting firm in Toronto is seeking a Financial Risk Management Market Risk Manager to lead projects in the valuation of financial instruments and assist clients with model validation. Candidates should have relevant experience in financial instrument valuation and strong programming skills in languages like MATLAB and Python. The role emphasizes teamwork and communication skills, and offers a competitive compensation package within an inclusive hybrid work environment.

Benefits

Competitive compensation package

Inclusive benefits

Flexibility programs

Qualifications

• Relevant experience in financial instrument valuation and market risk.
• Experience with modeling interest rate and commodity risk.
• Solid understanding of complex financial instruments.

Responsibilities

• Lead projects in valuation of financial instruments.
• Assist clients with model development and validation.
• Conduct market research on industry trends and methodologies.

Skills

Financial instrument/derivatives valuation

Creating financial models

Strong programming skills in MATLAB, Python, R

Market research

Communication skills

Critical thinking

Education

Strong academic background in quantitative discipline

Job description

A career in our FS Risk and Regulatory - Financial Risk Management team 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 Risk Management 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:

Responsibilities

• 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 team members toward developmental objectives.
• 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.

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.