PwC.
Prudential Regulatory Market Risk - Senior Associate
Job Location
London, United Kingdom
Job Description
About the role
At PwC, we are part of a growing market risk assurance and advisory team within our market-leading Banking Prudential regulatory team. Our growth is underpinned by strong market demand, as market risk is one of the most challenging risk calculations and a key area of focus for clients who need to navigate complex new regulations.
As part of a fast-paced and dynamic group, a successful Senior Associate will work with a diverse range of well-known clients across the financial services sector and actively collaborate with senior team members to identify and pursue business opportunities.
What your days will look like:
This role is for you if:
No matter where you may be in your career or personal life, ourare designed to add value and support, recognising and rewarding you fairly for your contributions.
We offer a range of benefits including empowered flexibility and a working week split between office, home and client site; private medical cover and 24/7 access to a qualified virtual GP; six volunteering days a year and much more.
Location: London, GB
Posted Date: 9/20/2024
At PwC, we are part of a growing market risk assurance and advisory team within our market-leading Banking Prudential regulatory team. Our growth is underpinned by strong market demand, as market risk is one of the most challenging risk calculations and a key area of focus for clients who need to navigate complex new regulations.
As part of a fast-paced and dynamic group, a successful Senior Associate will work with a diverse range of well-known clients across the financial services sector and actively collaborate with senior team members to identify and pursue business opportunities.
What your days will look like:
- You will be an active member of the engagement team working on large, complex and small projects related to market and traded regulatory risk requirements.
- Support in the development of new technology tools and digital assets relevant to traded risk.
- You will identify the impact of prudential regulatory changes and support clients to implement the relevant changes required for them to remain compliant with the letter and the spirit of the applicable regulations.
- You will assess the client's operations, interpretations, design and implementation against industry practice, applicable market risk standards and regulatory expectations. To achieve this, you will be supported by a strong team of subject matter experts.
- Supporting senior team members through the development of marketing and sales activities.
This role is for you if:
- You have good understanding of one or several market risk methodologies used for risk management and / or for the calculations of regulatory capital, including both standardised (SBM, DRC, RRAO), internal model approaches (ES, NMRF, PLA tests / back testing) and CVA (both SA-CVA and BA-CVA).
- Good knowledge of the market and broader traded risk regulatory and reporting environment as it relates to banking and capital markets, particularly with respect to EU and UK regulation and its strategic impact on firms, and a good ability to anticipate and absorb emerging market risk trends. Good understanding of the Basel 3 reforms and their impact on market risk requirements.
- Relevant experience in Financial Services, whether in industry or in consulting.
- Good written and verbal communication skills.
No matter where you may be in your career or personal life, ourare designed to add value and support, recognising and rewarding you fairly for your contributions.
We offer a range of benefits including empowered flexibility and a working week split between office, home and client site; private medical cover and 24/7 access to a qualified virtual GP; six volunteering days a year and much more.
Location: London, GB
Posted Date: 9/20/2024
Contact Information
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