The role focuses on validating market risk models including VaR, Stress VaR, and Expected Shortfall for linear instruments and derivatives
Job Summary
The role focuses on validating market risk models including VaR, Stress VaR, and Expected Shortfall for linear instruments and derivatives.
Candidates will ensure accuracy of model design and risk analysis while collaborating with internal audit and compliance teams for regulatory inspections.
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Matching Summary
The role focuses on validating market risk models including VaR, Stress VaR, and Expected Shortfall for linear instruments and derivatives.