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PwC

Senior Associate/Manager - Quantitative - Risk Consulting - FS - Hong Kong

Central, Central and Western DistrictFinance

About the role

FinEx AI summary

Conduct valuations of FX, interest rate, and structured derivatives, and quantify market risk using statistical and sensitivity approaches. Develop risk models such as SIMM, SA-CCR, FRTB-SA, CVA, and IRRBB, and design automated risk management workflows for clients.

Core skills

ValuationDerivativesMarket RiskFinancial ModellingSIMMSA-CCR

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