About the role
FinEx AI summary
Senior associate or manager role in PwC's risk consulting team, developing market risk frameworks, policies and model validation, and implementing treasury risk systems. Covers Basel II.5, FRTB, VaR/ES, ALM, liquidity and IRRBB, using SQL, R or Excel VBA.
Core skills
Market Risk ManagementBasel II.5 IMAFRTBModel ValidationVaRExpected Shortfall