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Financial Services Strategy & Operations Advisory team is an important part of PwC Financial Services Advisory, providing advisory services to financial institutions and corporate clients in Poland and CEE.

We advise our clients in the following areas:

• valuation of derivative financial instruments
• market risk and liquidity risk management
• design of business strategies and operating models
• development of business solutions (including those based on big data analytics)
• transformation and optimization of operations and processes
• implementation of regulations affecting business models
• development of comprehensive solutions in the area of investment products
• assessment of the effectiveness of the finance functions

Due to a wide variety of our clients and a wide range of provided services, we employ people with different profiles, experiences and backgrounds. This allows us to build a multi-competency team that is able to provide clients with excellent services and solve complex problems.

In this recruitment process we are looking for candidates for the position of

Consultant - Market Risk & Derivatives Valuation

Role in the team

• Implementation of interesting and challenging advisory projects for Polish and international financial institutions and corporate clients. Examples of recently implemented projects:
  • Valuation of derivatives, construction of derivatives valuation tools
  • Design of FX hedging strategies in a large enterprise
  • Implementation of interest risk management framework in a bank
  • Validation of market risk models

• Design and implementation of business, operational, financial and risk management solutions, in particular those related to currency, interest rate and commodity risk management and valuation of derivatives
• Identification of an impact of new concepts and solutions on the clients’ operations and financial results
• Preparation of reports and presentations, performing wide range of analyses and developing financial models

Candidate profile

• Completed or soon-to-be-completed higher education in the field of mathematics, econometrics, statistics or computer science
• Applied and proven knowledge of statistics and statistical packages (e.g. R, SAS)
• Understanding of concepts related to derivative instruments
• Advanced knowledge of MS Excel (data analysis, development of financial models)
• Proficiency in written and oral English and Polish languages
• Strong attitude towards independent problem solving during the tasks implementation
• Clear and effective communication skills, ability to simply explain complex issues
• Strong analytical and quantitative skills
• Additional advantages
  • practical knowledge of derivatives pricing methods
  • knowledge of market and / or liquidity risk management concepts
  • knowledge of programming languages ​​(C#, Python, SQL) and statistical packages (R, Matlab, SAS)

We offer

• An opportunity to acquire new knowledge and skills during implementation of interesting and challenging projects
• A possibility of fast professional development thanks to a clearly defined career path
• Attractive salary and additional social benefits package: private medical care for an employee and their immediate family members, sports clubs, benefits to be used for, e.g., sports card, cinema tickets or restaurant voucher
• Access to an internal training program
• Work in a young and dynamic team with friendly and open atmosphere