Risk Consultant - Capital Markets
Posted on Jan 21, 2019 by PWC-1
The successful incumbent will actively lead assignments covering new model development and implementation, model validation and risk management framework implementation projects.
Work in a team that provides risk models as well as designs/prototypes new risk, portfolio management and regulatory risk models
Ensure deployment, testing and continuous improvement of risk models and firm wide risk management frameworks.
Conduct empirical studies and make recommendations on modelling issues, and other risk-mitigation measures.
Ensure that the modelling methodologies and models are up to date with the proven theories in the field.
Present results to senior management and/or risk committees.
Expertise in statistical and mathematical modelling and prior experience with theoretical and business justifications of stress testing models is an essential requirement for this role.
This position will entail significant interaction with the banking and investment management clients to develop, implement, test and maintain risk models, in particular models related to regulatory and strategic stress testing.
Also very critical is the ability of the individual to be able to have a strong understanding of core regulatory principles (PRA/ EBA/ Fed). As such, this role would require the ability to multi-task and operate under aggressive deadlines.
Must have previous work experience at a commercial bank, investment bank, or consulting firm
MS or PhD in a quantitative field and possesses strong quantitative, analytical and problem solving skills
Experience with some programming languages such as C++/C#, R, SAS, VBA and SQL is also required
Strong written and verbal communication skills and ability to assess technical information and present key findings
To do the job well, you should be/have:Preference will be given to candidates who can demonstrate hands on experience in development and implementation of models and/ or risk management frameworks.
In Consulting we deliver practical, far-sighted advice that gets straight to the heart of clients' business issues and delivers amazing results by helping our clients improve the way they operate, reduce costs, manage risks, leverage talent or fundamentally change the way they do business, the work you do will be all about helping organisations of all shapes and sizes work smarter and grow faster. You could find yourself working with household names in a diverse range of industries - everyone from big-name broadcasters and high-street banks to multinational telecoms operators and energy companies.
The skills we look for in future employees
All our people need to demonstrate the skills and behaviours that support us in delivering our business strategy. This is important to the work we do for our business, and our clients. These skills and behaviours make up our global leadership framework, 'The PwC Professional' and are made up of five core attributes; whole leadership, technical capabilities, business acumen, global acumen and relationships.
Learn more here
We work in a changing world which offers great opportunities for people with diverse backgrounds and experiences. We seek to attract and employ the best people from the widest talent pool, as well as those who reflect the diverse nature of our society. And we aim to encourage a culture where people can be themselves and be valued for their strengths. Creating value through diversity is what makes us strong as a business and as an organisation with an increasingly agile workforce, we're open to flexible working arrangements where appropriate.
Learn more here
Huxley Banking & Financial Services