Assurance – Risk Modelling Services - Market/ Liquidity Risk Specialist - Senior Associate

Overview

Support risk modelling services by analyzing market and liquidity risk exposures, developing statistical models, and translating data into insights for client teams within PwC's Assurance practice.

What you'll do

• Analyze market and liquidity risk exposures through statistical modeling, scenario testing, and financial data review
• Build and calibrate risk models that support valuation, forecasting, and sensitivity analysis for client engagements
• Interpret model outputs and present insights that inform risk mitigation actions and decision making
• Apply actuarial methods, financial modeling tools, and statistical software to assess complex portfolio behavior
• Review data inputs, assumptions, and model logic to validate consistency and identify potential issues
• Support client discussions by explaining technical findings in clear, practical language
• Guide junior team members on modeling tasks, workpaper preparation, and technical research
• Track changes in regulatory expectations and market conditions that affect risk modeling approaches
• Develop deliverables that align with project objectives, timelines, and professional standards

What you'll need

• At least a Bachelor's degree
• At least 2 years of experience
• Oral and written proficiency in English

Nice to have

• Market or liquidity risk modeling experience
• Applying actuarial science to financial risk analysis
• Interpreting complex data for insights and recommendations
• Using statistical modeling and statistical analysis software
• Developing client relationships while navigating ambiguity
• Anticipating team and client needs through critical thinking