Financial Instruments Valuation and Market Risk Manager

PwC•Toronto, ON

18d•CA$97,800 - CA$147,800

About The Position

A career in our Financial Services Risk & Regulatory - Financial Risk Management practice 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 financial reporting challenges, as well as solving their broader business issues. Our team helps clients solve business issues and financial risks arising in the course of business activities. Our agile team is continuously growing and facing new exciting opportunities across multiple industries. You will work as part of a team of problem solvers and develop technical skills in complex valuation, risk modelling, risk management, capital markets transactions and regulatory requirements. The Opportunity: As a Financial Instruments Valuation and Market Risk Manager, unlock your potential and embrace the chance to drive meaningful outcomes that will elevate your career. Your role will include, but isn’t limited to: 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.

Requirements

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
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
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.

Nice To Haves

Experience with Value at Risk (VAR) is desirable
An understanding of accounting requirements related to Financial Instruments would be beneficial

Responsibilities

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