Model Validation Senior Manager - RMS - Risk Assurance
- Recruiter
- PwC
- Location
- London (Greater)
- Salary
- Competitive
- Closing date
- 19 Sep 2019
View more
- Employer Sector
- Financial Services, Accountancy Practice, Professional Services
- Contract Type
- Permanent
- Hours
- Full Time
- Job Type
- Assurance, External Audit Manager, Risk
Job Details
Derivative modelling – independent implementation of models for both vanilla and exotic derivatives
Front Office model testing and documentation
Support to Model Validation teams; carrying out full range of validation activities including assessment of conceptual soundness, challenging underlying assumptions, theory, data and limitations of the models being validated.
Advice on industry practice on xVA, Prudent Valuation and Risk Models
Remediating findings from Model Validation/Internal Audit/Regulator
Ongoing model performance monitoring
Helping banks to “industrialize” model validation; developing tools, templates etc
Helping banks to optimize RWA, through strategic choices and hedging
Interaction with stakeholders including risk managers, quants, traders, model validation, internal audit, Regulators
Maintaining an up-to-date view of regulatory and industry developments in relation to model risk management and derivatives valuation, sharing this with the wider team and maintaining leading edge best practice in work performed.
Risk Assurance
We’re a leading provider of trust in the digital world - in the eyes of our people, our clients and our stakeholders. Today's business environment is different. More complex. More connected. Companies not only face new and unknown risks, but also new and untapped opportunities. Our team is at the forefront of this change, join us to be a part of transforming how risk is perceived and capitalised on.
Not the role for you?
Did you know PwC offer flexible contract arrangements as well as contingent work ( ie temporary or day rate contracting)?
The skills we look for in future employees
All our people need to demonstrate the skills and behaviours that support us in delivering our business strategy. This is important to the work we do for our business, and our clients. These skills and behaviours make up our global leadership framework, ‘The PwC Professional’ and are made up of five core attributes; whole leadership, technical capabilities, business acumen, global acumen and relationships.
Learn more here www.pwc.com/uk/careers/experienced/apply
Diversity
We work in a changing world which offers great opportunities for people with diverse backgrounds and experiences. We seek to attract and employ the best people from the widest talent pool, as well as those who reflect the diverse nature of our society. And we aim to encourage a culture where people can be themselves and be valued for their strengths. Creating value through diversity is what makes us strong as a business and as an organisation with an increasingly agile workforce, we're open to flexible working arrangements where appropriate.
Learn more here www.pwc.com/uk/diversity
Company
Your career is just that; yours. You choose it. You live it. You make it happen. To get the best from it, you need the best opportunities. That’s why opportunities are at the heart of a career with us. Opportunities to grow as an individual, to build lasting relationships and make an impact in a place where people, quality and value mean everything.
What we do
We’re one of the world’s leading professional services organisations. From 158 countries, we help our clients, some of the most successful organisations on the globe, as well as its most dynamic entrepreneurs and thriving private businesses, to create the value they want. We help to measure, protect and enhance the things that matter most to them.
Where you could work:
- Assurance
- Consulting
- Financial Advisory/ Deals
- Human Resource Services
- Internal Firm Services
- PwC Legal LLP
- Tax
- Technology
As a leading professional services network we’re confident we can offer outstanding training and development opportunities, exposure to multi-disciplinary teams, and support from industry-leading experts. Discover where your talent could take you and join an employer that focused on helping you reach your full potential.
Take the opportunity of a lifetime
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