You will manage complex business evolution and transformation projects for key players in Banking & Capital Markets, Asset & Wealth Management, and Insurance sectors. This involves process efficiency improvement and reengineering of internal processes, helping clients explore new business opportunities primarily in Market Risk & Liquidity Risk domains.
The ideal candidate has at least three years of proven experience in market-leading companies or consulting firms, with a quantitative economics, mathematics, physics, or mathematical engineering background. Essential skills include financial derivative and structured instrument pricing, implementation of XVA methodologies, financial risk measurement, and comprehensive understanding of financial derivatives, securities, and risk controls.
PwC offers an innovative work environment where you can leverage international network expertise, contribute groundbreaking ideas, and develop professionally. The role provides opportunities to work on complex projects, guide teams, and create stimulating work environments while enabling personal and professional growth through challenging assignments across financial risk management domains.
