Transaction Services - Manager - Financial Engineer Numerix - London
Posted on Jan 18, 2019 by PWC-1
About the team
Are you a Financial Engineer with experience working with the Numerix platform? Are you experienced in the valuation and risk management of financial derivatives? We have an excellent opportunity for you to join our Market Value Direct team - the firm's financial instruments valuation and advisory team.
The Market Value Direct team is part of the Valuations practice. It provides financial instrument valuation and model governance advisory services to the firm's clients as well as valuation services internally. The MVD team values instruments from liquid traded shares and bonds through to complex derivatives along with the related valuation adjustments. The team also engages in model design, implementation, documentation, validation and validation review activities.
About the role
You will be a Manager/Senior Manager within the London based team working with our existing team of modelling and pricing specialists. The role will offer you the opportunity to work in a fast paced business alongside a team which has grown significantly over the last 12 months and continues to grow in terms of size, revenue and areas of work.
Key responsibilities will include
Configuring and maintaining an installation of Numerix CAS and OneView XVA.
Backtesting the Numerix solution you configure against our legacy solution.
Training a team of valuation specialists to use Numerix OneView XVA.
Liaising with a small team of developers, who will develop Python client programs to utilise the Numerix CAS REST API.
Essential skills and experience
A Masters degree in engineering, physics, maths, quantitative finance or an allied field is preferred.
Expert knowledge of the entire suite of Numerix products, in particular CrossAsset Excel, Template Studio, CAS, and OneView XVA is essential
A deep understanding of derivative pricing including the related XVAs.
Familiarity with the Git version control system.
Some familiarity with Python is desirable but not essential.
Some familiarity with RESTful architecture is desirable but not essential.
Our Deals business is an exciting, fast-paced and an ever-growing business that focuses on deals and crisis situations for our clients. Collectively, we deal with the types of situations you hear about regularly in the news and we provide support, insight and analysis to the management, shareholders and financiers of business.
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.
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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.
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