Financial Instruments Valuation and Market Risk Manager
About this role
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
What You'll Bring
Your skills, knowledge, and experiences are what set you apart. Here's what we look for:
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.
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).
Company at a glance
Welcome to PwC Canada's official LinkedIn page.
On this page, you'll get the latest news, thought leadership, events and what it's like to work at the firm.
Our purpose to build trust in society and solve important problems is brought to life by more than 7,800 partners and staff in locations across Canada.
With more than 110 years of excellence in Canada, we provide industry-focused professional services including audit assurance, risk assurance, tax. deals and consulting. We work to provide clients with the best of our collective thinking, experience, and solutions.
Top Benefits
- Competitive compensation
- Inclusive benefits
- Flexibility programs
- Continuous development environment
Tired of cold applications?
Sign up with Clera and we'll reach out the moment a role actually fits you — no more spraying applications into the void.
Know someone who'd be great for this?