Financial Instruments Valuation and Market Risk Manager (Toronto)

Financial Instruments Valuation and Market Risk Manager (Toronto)

31 Jul
|
PwC Canada
|
Toronto

31 Jul

PwC Canada

Toronto

Job Description & Summary A career in our Financial Services Risk & Regulatory - Financial Risk Management practice will provide you with the opportunity to contribute to a variety of risk management, regulatory, valuation, consulting and assurance services to design solutions that address our clients’ complex accounting and financial reporting challenges, as well as solving their broader business issues. Our team helps clients solve business issues and financial risks arising in the course of business activities. Our agile team is continuously growing and facing new exciting opportunities across multiple industries. You will work as part of a team of problem solvers and develop technical skills in complex valuation, risk modelling, risk management, capital markets transactions and regulatory requirements. The Opportunity: As a Financial Instruments Valuation and Market Risk Manager, unlock your potential and embrace the chance to drive meaningful outcomes that will elevate your career. Your role will include, but isn’t limited to:

- Lead projects in valuation of Financial instruments, such as debt instruments with embedded derivatives, structured products, derivatives, and commodity contracts
- Lead projects in assisting clients with model development and validation of financial instrument valuation, market risk and liquidity risk models
- Provide advice on risk management, hedging strategies and practical use of derivative instruments
- Conduct market research on industry trends, technical topics and valuation methodologies
- Assist in client presentations and proposals
- Assisting in the development of leading edge GenAI solutions that transform the delivery of these services, and provide GenAI advice to our clients
- This role also offers valuable exposure to a diverse range of client industries, including mining, financial services, energy,



and manufacturing, allowing you to broaden your expertise and deepen your understanding of sector-specific challenges

Line of Service Assurance

Industry/Sector Not Applicable

Specialism Financial Risk

Management Level Manager

What You'll Bring

- Relevant experience in financial instrument/derivatives valuation, market risk or banking/treasury experience
- Experience with creating financial models utilizing strong programming skills in MATLAB, Python, R, FINCAD etc.
- Experience with modeling interest rate, commodity risk, FX, equity or counterparty credit risk
- Experience with Value at Risk (VAR) is desirable
- A robust academic background in quantitative discipline ( i.e. Math, Statistics, Physics, Engineering or a similar quantitative discipline)
- Solid understanding of complex financial instruments and derivative products
- An understanding of accounting requirements related to Financial Instruments would be beneficial
- Strong communications and written skills demonstrated through the ability to explain complex concepts to non‑technical audience
- Ability to interact well with others in a professional, team-oriented, client service environment, and to mentor/coach these team members toward developmental objective
- A demonstrated commitment to valuing differences and working alongside and/or coaching diverse people and perspectives




- Strong critical thinking skills and the ability to work independently and collaboratively in a team-oriented environment.

The salary range for this position is $97,800 - $147,800. The posted salary range represents the expected hiring range for PwC locations in major city centres. Given our national recruiting approach, ranges may vary for positions in other locations. At PwC Canada, base salary is determined by your skills, experience, qualifications and work location. In addition to base salary, eligible employees may have opportunities to participate in variable incentive pay programs which are designed to reward individual and firm‑wide achievements. We are committed to offering competitive compensation and adhere to all relevant pay transparency legislation. During the hiring process, our Talent Acquisition team will provide details about our comprehensive total rewards package.

Why you’ll love PwC We’re inspiring and empowering our people to change the world. Powered by the latest technology, you’ll be a part of diverse teams helping public and private clients build trust and deliver sustained outcomes. This meaningful work, and our continuous development environment, will take your career to the next level. We reward your impact, and support your wellbeing, through a competitive compensation package, inclusive benefits and flexibility programs that will help you thrive in work and life. PwC Canada acknowledges that we work and live across Turtle Island, on the land that is now known as Canada, which are the lands of the ancestral, treaty and unceded territories of the First Nations, Métis and Inuit Peoples. We recognize the systemic racism, colonialism and oppression that Indigenous Peoples have experienced and still go through, and we commit to allyship and solidarity.

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📌 Financial Instruments Valuation and Market Risk Manager (Toronto)
🏢 PwC Canada
📍 Toronto

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