Financial Instruments Valuation and Market Risk Senior Associate

Financial Instruments Valuation and Market Risk Senior Associate

Join to apply for the Financial Instruments Valuation and Market Risk Senior Associate role at PwC Canada

A career in our FS Risk and Regulatory - Financial Risk Management team will provide you with the opportunity to contribute to a variety of risk management, regulatory, valuation, and financial analyses services to design solutions that address our clients’ regulatory, risk management and financial reporting challenges, as well as their broader business issues.

As a Financial Instruments Valuation and Market Risk Senior Associate, you will work with a team of problem solvers, supporting project leads and helping to solve complex business issues while delivering high-quality client services.

• Perform valuations of financial instruments, such as debt with embedded derivatives, structured products, derivatives, and commodity contracts.
• Assist clients with the development and validation of financial instrument valuation and risk models, such as market risk and liquidity risk models.
• Support advisory services for risk management, hedging strategies, and the practical use of derivative instruments.
• Support advisory services for market risk management.
• Conduct market research on industry trends, technical topics, and valuation methodologies.
• Assist with client presentations and proposals.

• A strong academic background in quantitative finance or similar discipline (e.g., Master of Mathematical Finance, Statistics).
• An understanding of complex financial instruments and derivative products is required.
• Experience in financial instruments or derivative valuation, market risk, or banking/treasury is beneficial.
• Knowledge of programming skills in MATLAB, Python, R, etc. is required.
• Experience in modeling interest rate, commodity risk, FX, equity, or counter party credit risk is desirable.
• Experience with Value at Risk (VaR) is desirable.
• An understanding of accounting requirements related to financial instruments is beneficial.
• Strong communications and written skills and ability to interact well with others in a professional, team-oriented, and client service environment.
• Strong critical thinking skills and the ability to work independently and collaboratively in a team-oriented environment.
• PwC Canada is committed to cultivating an inclusive, hybrid work environment. Exact expectations for your team can be discussed with your interviewer.

This position ensures continuity and upholds our standards of excellence following the departure of a valued team member.

The salary range for this position is $84,700 - $134,700. The posted salary range represents the expected hiring range for PwC locations in major city centres. Given our national recruiting approach, ranges may vary for positions in other locations. At PwC Canada, base salary is determined by your skills, experience, qualifications and work location. In addition to base salary, eligible employees may have opportunities to participate in variable incentive pay programs which are designed to reward individual and firm-wide achievements.

We are committed to offering competitive compensation and adhere to all relevant pay transparency legislation. During the hiring process, our Talent Acquisition team will provide details about our comprehensive total rewards package.

We’re inspiring and empowering our people to change the world. Powered by the latest technology, you’ll be a part of diverse teams helping public and private clients build trust and deliver sustained outcomes. This meaningful work, and our continuous development environment, will take your career to the next level. We reward your impact, and support your wellbeing, through a competitive compensation package, inclusive benefits and flexibility programs that will help you thrive in work and life.

Learn more about our Application Process and Total Rewards Package at:

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