Advisory Manager - Financial Services - 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:

Demonstrates proven extensive knowledge and understanding of value-at-risk or earnings at risk, cash flow at risk, and derivative valuations.
Demonstrates proven extensive 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.
Demonstrates proven extensive knowledge of capital markets and counterparty risk management.

Demonstrates proven extensive 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.

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

A completed PhD is preferred.

Skills Preferred:
Demonstrates extensive abilities programming with a high level of proficiency in various statistical packages. Broad based exposure to other risk management disciplines involving market and operational risks. Thorough understanding of economic capital and loan pricing fundamentals.

Demonstrates extensive abilities identifying and addressing client needs: building, maintaining, and utilizing networks of client relationships and community involvement; communicating value propositions; managing resource requirements, project workflow, budgets, billing and collections; and preparing and/or coordinating complex written and verbal materials.

Demonstrates extensive abilities as a team leader: supervising teams to create an atmosphere of trust; seeking diverse views to encourage improvement and innovation; and coaching staff including providing timely meaningful written and verbal feedback.

Demonstrates extensive 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:

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

Minimum Years of Experience Necessary:

6

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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