Financial Services Advisory Senior Associate - Risk/Valuation


Company:: PricewaterhouseCoopers, LLP
Location:: New York City, NY
Job Type:: Full Time
Category:: Retail Banking, Asset Management


Posted:: 1/18/2013

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Job Description

The Financial Services industry is operating in a challenging environment due to global economic pressure, increasing regulatory demands and capital requirements as well as significant operational and technology changes. Our growing Financial Services Advisory practice provides management, technology and risk consulting services to help major financial institutions around the world respond to their most complex business challenges. The Financial Services Advisory practice is composed of three industry sectors: Asset Management, Banking & Capital Markets and Insurance.

Our Risk & Regulatory consultants help clients understand and address their enterprise risk and regulatory profile. This high performing team advises clients on the overall management and performance of their business, with a focus in compliance management, business continuity, risk and governance, and treasury management.
Position/Program Requirements
Knowledge Preferred:

Considerable knowledge and understanding of value-at-risk or earnings at risk, cash flow at risk, and derivative valuations. Considerable knowledge and capabilities in the following areas: Monte Carlo Simulations, research and development of risk management models involving market risk, credit risk, operational risk and economic capital areas. Considerable knowledge of capital markets and counterparty risk management.

Considerable knowledge of providing risk and scenario analysis on complex products to assist engagement teams as they measure and manage key risk exposures for their clients, including performing analysis and testing on new pricing models and new yield curves across all applicable trading products.

Considerable knowledge of Financial Derivatives including Credit Derivatives. Demonstrated research experience in numerical methods and stochastic modeling.

A completed PhD is preferred.

Skills Preferred:
Proven success in a role and thorough abilities programming with proficiency in various statistical packages, including broad-based exposure to other risk management disciplines involving market and operational risks, and economic capital and loan pricing fundamentals.

Demonstrated thorough abilities with identifying and addressing client needs: actively participating in client discussions and meetings; communicating a broad range of Firm services; managing engagements including preparing concise, accurate documents and balancing project economics management with the occurrence of unanticipated issues.

Demonstrated thorough abilities as a team leader: creating a positive environment by monitoring workloads of the team while meeting client expectations and respecting the work-life quality of team members; providing candid, meaningful feedback in a timely manner; and keeping leadership informed of progress and issues.

Proven success in a role and thorough abilities with fixed income portfolio analytics and analyzing performance for all asset classes relative to the market, performance attribution, risk analysis and risk reporting.

Skills Preferred:

Thorough technical skills in MS Office (Word, Excel, Access, PowerPoint) and Lotus Notes

Minimum Years of Experience Necessary:

3

Minimum Degree(s) and Certification(s) Required:

Masters of Science or Masters of Arts degree in Mathematics, Physics, Statistics, Financial Engineering or related field required.

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