Line of Service

Advisory

Industry/Sector

FS X-Sector

Specialism

Risk

Management Level

Senior Associate

Job Description & Summary

A career within Financial Risk and Regulatory services, will provide you with the opportunity to help business leaders embed a proactive and dynamic risk management capability and mind set into their corporate business practices. From strategy through to implementation, we help put in place people, processes and technology so they can leverage financial risk management to identify new opportunities and pursue success as smoothly, systematically and sustainably as possible in the face of changing markets, technologies and competition.

*Why PWC

At PwC, you will be part of a vibrant community of solvers that leads with trust and creates distinctive outcomes for our clients and communities. This purpose-led and values-driven work, powered by technology in an environment that drives innovation, will enable you to make a tangible impact in the real world. We reward your contributions, support your wellbeing, and offer inclusive benefits, flexibility programmes and mentorship that will help you thrive in work and life. Together, we grow, learn, care, collaborate, and create a future of infinite experiences for each other. Learn more about us.

At PwC, we believe in providing equal employment opportunities, without any discrimination on the grounds of gender, ethnic background, age, disability, marital status, sexual orientation, pregnancy, gender identity or expression, religion or other beliefs, perceived differences and status protected by law. We strive to create an environment where each one of our people can bring their true selves and contribute to their personal growth and the firm’s growth. To enable this, we have zero tolerance for any discrimination and harassment based on the above considerations. "

Job Description & Summary:

We are seeking a highly motivated and detail-oriented individual with experience in model development/validation of bonds and derivatives pricing models. In this role, you will be responsible for development of the bonds and derivative pricing models using Python.
- experience in model development/validation of bonds/derivatives pricing models.
·   Strong knowledge of financial products, derivative pricing, and market risk models.
·   Strong programming skills in Python is mandatory.
·   Excellent analytical and problem-solving skills, with a high attention to detail.
·   Excellent written and verbal communication skills.

Responsibilities:

· Development of pricing models for bonds and derivative products.
·   Document the detailed model methodology including model assumptions, limitations, and weaknesses.
·   Performing various testing to assess the performance of the pricing models developed.
·   Collaborate with various teams and other stakeholders to ensure model-related issues are appropriately addressed.

Mandatory skill sets:

Python Quant

Preferred skill sets:

Bonds, Derivatives, Pricing models, Python

Years of experience required:

3+ Years

Education qualification:

Master’s or Ph.D. degree

Education (if blank, degree and/or field of study not specified)

Degrees/Field of Study required: Master of Business Administration, Chartered Accountant Diploma

Degrees/Field of Study preferred:

Certifications (if blank, certifications not specified)

Required Skills

Marketing Resource Management (MRM)

Optional Skills

Accepting Feedback, Accepting Feedback, Active Listening, Analytical Thinking, Anti-Bribery, Anti-Money Laundering Compliance, Business Ethics, Code of Ethics, Communication, Compliance and Governance, Compliance and Standards, Compliance Auditing, Compliance Frameworks, Compliance Program Implementation, Compliance Reporting, Compliance Review, Compliance Risk Assessment, Compliance Training, Controls Compliance, Creativity, Cybersecurity Risk Management, Data Analysis and Interpretation, Data Protection Management (DPM), Disability Support, Embracing Change {+ 30 more}

Desired Languages (If blank, desired languages not specified)

Travel Requirements

Not Specified

Available for Work Visa Sponsorship?

Government Clearance Required?

Job Posting End Date

IN-Senior Associate _ Python Quant_Captives Financial Risk_Advisory_Mumbai

PWC

Job Description

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