Financial Instruments Valuation and Market Risk Manager

Posted 2 hours ago

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About the role

  • Financial risk manager leading instrument valuation and market-risk modeling projects for PwC Canada. Advising clients across financial services, energy, mining, and manufacturing.

Responsibilities

  • Lead projects valuing financial instruments, including debt instruments with embedded derivatives, structured products, derivatives and commodity contracts
  • Lead client projects involving development and validation of financial instrument valuation, market risk and liquidity risk models
  • Advise 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 with client presentations and proposals
  • Assist in developing GenAI solutions that transform service delivery and provide GenAI advice to clients
  • Serve clients across mining, financial services, energy and manufacturing industries
  • Work as part of a team of problem solvers and develop technical skills in valuation, risk modelling, risk management, capital markets transactions and regulatory requirements

Requirements

  • Relevant experience in financial instrument/derivatives valuation, market risk or banking/treasury experience
  • Experience creating financial models using MATLAB, Python, R, FINCAD, etc.
  • Experience modeling interest rate, commodity risk, FX, equity or counterparty credit risk
  • Value at Risk (VaR) experience is desirable
  • Strong academic background in a quantitative discipline such as Math, Statistics, Physics, Engineering or a similar quantitative discipline
  • Solid understanding of complex financial instruments and derivative products
  • Understanding of accounting requirements related to financial instruments is beneficial
  • Strong communication and written skills, including ability to explain complex concepts to non-technical audiences
  • Ability to interact well in a professional, team-oriented, client service environment
  • Ability to mentor and coach team members toward developmental objectives
  • Commitment to valuing differences and working alongside and/or coaching diverse people and perspectives
  • Strong critical thinking skills
  • Ability to work independently and collaboratively in a team-oriented environment
  • Available for work visa sponsorship: No

Benefits

  • Variable incentive pay programs may be available to eligible employees
  • Competitive compensation package
  • Inclusive benefits
  • Flexibility programs
  • Continuous development environment
  • Accommodation throughout the application, interview, and employment process

Job type

Full Time

Experience level

Mid levelSenior

Salary

CA$97,800 - CA$147,800 per year

Degree requirement

No Education Requirement

Tech skills

Python

Location requirements

OnsiteTorontoCanada

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