PwC

Consultant - Market Risk & Derivatives Valuation

PwCO firmie

PwC

Polna 11

Warszawa

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.

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.

Consultant - Market Risk & Derivatives Valuation
Workplace: 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

Candidate profile

  • Completed or soon-to-be-completed higher education in the field of mathematics, econometrics, statistics or computer science
  • Applied and proven knowledge of statistics and statistical packages (e.g. R, SAS)
  • Understanding of concepts related to derivative instruments
  • Advanced knowledge of MS Excel (data analysis, development of financial models)
  • Proficiency in written and oral English and Polish languages
  • 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
    • practical knowledge of derivatives pricing methods
    • knowledge of market and / or liquidity risk management concepts
    • knowledge of programming languages ​​(C#, Python, SQL) and statistical packages (R, Matlab, SAS)

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.

Fotografia

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.

Consultant - Market Risk & Derivatives Valuation

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

Candidate profile

  • Completed or soon-to-be-completed higher education in the field of mathematics, econometrics, statistics or computer science
  • Applied and proven knowledge of statistics and statistical packages (e.g. R, SAS)
  • Understanding of concepts related to derivative instruments
  • Advanced knowledge of MS Excel (data analysis, development of financial models)
  • Proficiency in written and oral English and Polish languages
  • 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
    • practical knowledge of derivatives pricing methods
    • knowledge of market and / or liquidity risk management concepts
    • knowledge of programming languages ​​(C#, Python, SQL) and statistical packages (R, Matlab, SAS)

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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