Senior Consultant - Market Risk & Derivatives Valuation

PwC

Warszawa

2 dni temu

PwC is a powerful network of over 250.000 people across 158 countries. All committed to deliver quality in Assurance, Tax, Advisory & Technology services. Match your curiosity with continuous opportunities to learn, grow and make an impact. Join PwC and be a game changer.

 

Financial Services Strategy & Operations Advisory team is an important part of PwC Financial Services Advisory, providing advisory services to financial institutions and corporate clients in Poland and CEE.

We advise our clients in the following areas:

  • valuation of derivative financial instruments
  • market risk and liquidity risk management
  • design of business strategies and operating models
  • development of business solutions (including those based on big data analytics)
  • transformation and optimization of operations and processes
  • implementation of regulations affecting business models
  • development of comprehensive solutions in the area of investment products
  • assessment of the effectiveness of the finance functions

Due to a wide variety of our clients and a wide range of provided services, we employ people with different profiles, experiences and backgrounds. This allows us to build a multi-competency team that is able to provide clients with excellent services and solve complex problems.

 

In this recruitment process we are looking for candidates for the position of

Senior Consultant - Market Risk & Derivatives Valuation
Warszawa

Role in the team

  • Implementation of interesting and challenging advisory projects for Polish and international financial institutions and corporate clients. Examples of recently implemented projects:
    • Valuation of derivatives, construction of derivatives valuation tools
    • Design of FX hedging strategies in a large enterprise
    • Implementation of interest risk management framework in a bank
    • Validation of market risk models
  • Design and implementation of business, operational, financial and risk management solutions, in particular those related to currency, interest rate and commodity risk management and valuation of derivatives
  • Identification of an impact of new concepts and solutions on the clients’ operations and financial results
  • Preparation of reports and presentations, performing wide range of analyses and developing financial models
  • Participation in and coordination of project works in accordance with the principles of project management
Candidate profile
  • A minimum of 3 years of work experience at a bank or consulting company in the area of market risk management or valuation of derivatives
  • Completed higher education in the field of mathematics, econometrics, statistics or computer science
  • Practical knowledge of market risk management concepts, in particular market risk measures and models (VaR, BPV, interest rate sensitivity, modelling of client’s option)
  • Strong understanding of concepts related to valuation of derivatives
  • Advanced knowledge of MS Excel (data analysis, development of financial models)
  • Proficiency in written and oral English and Polish languages allowing to prepare formal documents (procedures, reports)
  • Strong attitude towards independent problem solving during the tasks implementation
  • Clear and effective communication skills, ability to simply explain complex issues
  • Strong analytical and quantitative skills
  • Additional advantages
    • knowledge of liquidity risk management concepts
    • knowledge of programming languages (C#, Python, SQL) and statistical packages (R, Matlab, SAS)
    • familiarity with Reuters environment
    • possession of FRM and / or PRM certificates
We offer
  • An opportunity to acquire new knowledge and skills during implementation of interesting and challenging projects
  • A possibility of fast professional development thanks to a clearly defined career path
  • Attractive salary and additional social benefits package: private medical care for an employee and their immediate family members, sports clubs, benefits to be used for, e.g., sports card, cinema tickets or restaurant voucher
  • Access to an internal training program
  • Work in a young and dynamic team with friendly and open atmosphere

PwC Advisory spółka z ograniczoną odpowiedzialnością sp.k. or another PwC entity which runs a recruitment process - list of entities: https://www.pwc.com/gx/en/about/office-locations/poland.html, with its registered seat in Warsaw (00-633), Polna 11 Street, („PwC” or “we”) will be the controller of your personal data submitted in your application for a job. Your personal data will be processed for the purpose of performing a recruitment process for the job offered. If you give us explicit consent, your personal data will be also processed for participation in further recruitment processes conducted by PwC and sending notifications about job offers in PwC or job related events organized or with the participation of PwC such as career fair. A full information about processing your personal data is available in our Privacy Policy.

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PwC

PwC jest wiodącą globalną organizacją świadczącą profesjonalne usługi doradcze. Korzystając z wiedzy i kwalifikacji blisko 180.000 pracowników w 158 krajach, budujemy relacje z klientami dzięki usługom świadczonym w oparciu o zasady najwyższej jakości, przejrzystości i uczciwości w działaniu. W Polsce PwC zatrudnia zespół ponad 1700 specjalistów i kadry wspierającej w siedmiu miastach: w Gdańsku, Katowicach, Krakowie, Łodzi, Poznaniu, Wrocławiu i Warszawie. Nasza oferta jest kierowana do firm działających we wszystkich sektorach gospodarki - zarówno do największych koncernów, jak i lokalnych przedsiębiorstw rodzinnych.

Specjalista do spraw ryzyka i analiz jest jednym z członków zespołu, powołanego do realizowania polityki zarządzania ryzykiem w banku lub instytucji finansowej. Specjalista na podstawie posiadanej wiedzy i doświadczenia analizuje planowane przedsięwzięcia pod kątem zminimalizowania potencjalnego ryzyka finansowego, z nim związanego. Specjaliści do spraw ryzyka i analiz opracowują wewnętrzne regulacje i procedury, mające zapewnić ...
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