Consultant Manager Market Risk Modeling F/h

PwC UK

Neuilly, France
Market risk modeling
Quantitative analysis
Regulatory compliance (frtb, crr3)
We help clients with their transformations, regulatory compliance, and overall risk management, offering innovative visions and adapted solutions for risks and opportunities

Job Summary

  • We help clients with their transformations, regulatory compliance, and overall risk management, offering innovative visions and adapted solutions for risks and opportunities.
  • Your missions will involve strategic projects at the heart of regulatory and transformation challenges in banking institutions, including piloting regulatory projects and optimizing risk calculation and monitoring systems.
  • We offer an innovative technological environment with access to cutting-edge tools, exceptional learning and development opportunities, and a positive and inclusive work environment.

Matching Summary

We help clients with their transformations, regulatory compliance, and overall risk management, offering innovative visions and adapted solutions for risks and opportunities.

Skills & Requirements

Must-have

  • Market Risk Modeling
  • Quantitative Analysis
  • Regulatory Compliance (FRTB, CRR3)
  • Risk Management Frameworks
  • Advanced Risk Models

Nice-to-have

  • Curious and passionate personality
  • Adaptability in evolving environment
  • Client-facing communication skills
  • Innovation in risk analysis methods

Key Requirements

  • 5+ years experience in consulting/audit or banking
  • Expertise in Market Risk concepts (VaR/ES, IRC/DRC, sensitivities, greeks, stress testing, backtesting, P&L explain, xVA)
  • In-depth knowledge of regulatory texts (FRTB, CRR3/CRD6)
  • University degree in statistics, applied mathematics, or finance

Work Rights

Not specified

Tailored Resume

Cover Letter