PwC Poland

Associate/ Senior Associate Market Risk

PwC Poland
Warsaw (PL)
7-12 000 zl gross
26 Nov 2021
26 Dec 2021
Approved employers
Approved employer
Contract type
Full time
Experience level
Part qualified

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 function

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

Consultant/ Senior Consultant- Market Risk

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:

o Valuation of derivatives, construction of derivatives valuation tools

o Design of FX hedging strategies in a large enterprise

o Implementation of interest risk management framework in a bank

o 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
  • 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


Similar jobs

More searches like this

Similar jobs