This role involves understanding the new regulatory framework for Market Risks, comprehending liquidity regulations, participating in EBA Capital Stress Test projects, and applying balance sheet management processes including Interest Rate Risk in the Banking Book (IRRBB) and Liquidity management.
Candidates must have a university degree in Business Administration, Economics, Mathematics, Physics, Statistics, or Engineering, with a preference for a Master's/Postgraduate in Quantitative Finance. Proven experience in Structural Risk projects (IRRBB, CSRBB, and/or Liquidity) is essential, along with advanced English proficiency and knowledge of ALM tools like FOCUS or Balance Sheet Manager.
PwC offers an indefinite contract, integration into a young team with a great work environment, comprehensive training programs, personalized career development, access to certifications, and continuous professional growth opportunities. The role provides exposure to diverse professional profiles that will enhance learning and professional development.
