A career within Core Risk services, will provide you with the opportunity to help organisations rethink their approach to risk by developing a distinctive strategy and creating capabilities and performance. We play an important part in helping our clients assess, design and develop solutions that not only help them manage risk but also transform risk and complexity into a sustainable advantage.
As a Manager, you’ll work as part of a team of problem solvers with extensive consulting and industry experience, helping our clients solve their complex business issues from strategy to execution. Specific responsibilities include but are not limited to
Proactively assist in the management of a portfolio of clients, while reporting to Senior Managers and above
Be involved in the financial management of clients
Be actively involved in business development activities to help identify and research opportunities on new/existing clients
Contribute to the development of your own and team’s technical acumen
Develop strategies to solve complex technical challenges
Assist in the management and delivering of large projects
Train, coach, and supervise staff
Keep up to date with local and national business and economic issues
Continue to develop internal relationships and your PwC brand
In terms of the asset classes or business units, this role would fit someone with academic knowledge and experience in retail, wholesale and trading book.
Expertise in statistical and mathematical modelling and prior experience with theoretical and business justifications of stress testing models is an essential requirement for this role.
This position will entail significant interaction with the banking and investment management clients to develop, implement, test and maintain risk models, in particular models related to regulatory and strategic stress testing.
Also very critical is the ability of the individual to be able to have a strong understanding of core regulatory principles (PRA/ EBA/ Fed). As such, this role would require the ability to multi-task and operate under aggressive deadlines.
Must have previous work experience at a commercial bank, investment bank, or consulting firm.
MS or PhD in a quantitative field and possesses strong quantitative, analytical and problem solving skills
Experience with some programming languages such as C++/C#, R, SAS, VBA and SQL is also required.
Strong written and verbal communication skills and ability to assess technical information and present key findings.