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<div class="mds-edited-text mds-font-body-copy-bulk">We provide Risk Modelling services to Financial Services clients. We have offices in London, Edinburgh, Manchester, Bristol and Mumbai. Our banking team supports clients with development, validation and assurance of the various models that are key to their business. We are well established market leaders in Model Risk Management, Credit Risk modelling and Stress Testing, and we are looking to expand our offering for Trading Book Models, algorithmic trading and Market Risk. You will be a key part of this growth story and will have an opportunity to work on exciting projects in a well-recognised organisation and team.<p>We’re looking for a driven and enthusiastic candidate to join our team. As part of the role, you will have the opportunity to work with Derivative Pricing, Market Risk models and/or Algorithmic Trading risk controls, all within a dynamic, diverse and inclusive team that embraces collaborative values and flexible working. </p><p>We are looking for candidates with experience in working on either Market Risk projects involving validating risk measures or developing those, or with algorithmic trading risk control experience.</p><p></p><p>Ideally, we are looking for individuals with a professional experience in developing or validating Market Risk models (Internal Models Approach) used to calculate market risk capital requirements or with a quantitative background and risk management background in algorithmic strategies. Experience of modelling requirements under the Fundamental Review of the Trading Book (FRTB) regulation would be a plus.</p><p></p><p>Any experience in the following would be welcome: VaR, Expected Shortfall, P&amp;L Approximation Functions, Risk Factor Eligibility, FRTB-SA, TWAP/VWAP and other common algo strategies, Market Risk management.</p><p></p><p>We are also open for considering market risk managers who have a quantitative background and specialised in given products or familiar with market risk regulations such as FRTB.</p><p></p><p><b>Essential Skills and Experience</b></p><ul><li><p>Masters or PhD in maths, physics, engineering, quantitative finance or related topics (eg. Statistics, data).</p></li><li><p>Experience in implementation or validation of Market Risk models (IMA); or experience in implementing or risk managing algorithmic strategies.</p></li><li><p>Strong interpersonal skills.</p></li><li><p>Excellent communication skills and the ability to present complex issues in a clear and articulate way to a non-technical audience</p></li><li><p>Strong problem solving, analytical skills and attention to detail, and with an ability to think laterally.</p></li><li><p>Project Management skills.</p></li></ul><p><b>Additional Desirable Skills and Experience</b>  <br /> </p><ul><li><p>Model validation and/or development experience.</p></li><li><p>Ability to multi-task across multiple assignments and prioritise workloads, as well as managing deadlines.</p></li><li><p>Entrepreneurial mindset, with a focus on delivering business value.</p></li><li><p>Enthusiasm and motivation to embrace new emerging financial technologies such as AI.</p></li></ul><br /><p><strong>Risk</strong> <br />Risk is all around us and in our complex world, is changing all the time. Our teams bring people from diverse backgrounds together, using their skills and cutting-edge technology, to help solve complex problems. We are pioneers in a world of changing risk and our market leading services build resilient organisations. Join us and together, we can support our clients to rethink risk.</p><br /><strong></strong></p><p><strong>Not the role for you?</strong><br />Did you know PwC offers flexible career arrangements and contract work? <a href="https://www.pwc.co.uk/careers/flexible-contractor-careers.html" rel="no-follow">Learn more</a>.<br /><br /><strong>The skills we look for</strong><br />The PwC Professional is our global framework for defining and encouraging leadership at all levels. <a href="http://www.pwc.com/uk/careers/experienced/apply" rel="no-follow">Learn more</a>.<br /><br /><strong>The Deal</strong><br />&lsquo;The Deal&rsquo;, our firmwide Employee Value Proposition&rsquo; empowers our people to be the best they can be. <a href="https://www.pwc.co.uk/careers/about-us/the-new-deal.html" rel="no-follow">Learn more</a>.<br /><br /><strong>Our commitment to you</strong><br />We&rsquo;re committed to building a culture that empowers all of our people to thrive and feel a sense of belonging at PwC. <a href="http://www.pwc.com/uk/diversity." rel="no-follow">Learn more</a>.<br /><br /><strong>Application support</strong><br />If you&rsquo;re a person with a disability, if you&rsquo;re neurodivergent, or if you have a condition that you believe may affect your performance during our selection process, we&rsquo;ll be happy to make reasonable adjustments to our processes for you.&nbsp;<a href="https://www.pwc.co.uk/careers/experienced-careers/apply/applying-with-a-disability.html" rel="no-follow">Learn more</a>.</p><img src="https://www.applytracking.com/tp/rj6_5mKOG.J-K" rel="no-follow" />