Shape market risk and liquidity risk engagements at PwC through model development, validation, and quantitative financial analysis expertise.

This manager role sits within PwC’s Financial Services Risk & Regulatory Financial Risk Management practice. You will assist clients with models for financial instrument valuation, market risk, and liquidity risk. Responsibilities include advising on risk management and hedging, conducting market research, supporting proposals, and contributing to GenAI solutions. Client exposure spans mining, financial services, energy, and manufacturing, providing sector-specific risk challenges.

Key Responsibilities:

- Lead market risk and liquidity risk modeling projects
- Assist clients with model development and validation




- Provide advisory assistance for market risk engagements
- Conduct research on technical topics and industry trends
- Assist with client presentations and proposals

Requirements:

- Market risk, banking, treasury, or derivatives valuation experience
- Financial modeling experience with strong programming skills
- Experience modeling counterparty credit or commodity risk
- Value at Risk experience is desirable
- Strong critical thinking and cooperative working abilities

Bring quantitative modeling, market risk, and advisory capabilities to PwC’s varied financial services and industry engagements.

📌 Market Risk Modeling Manager (Montreal)
🏢 PwC Canada
📍 Montreal