Job – PWC – Quantitative Market Risk Professional


What your job will look like

The Financial Services Risk team within the Governance Risk & Compliance (GRC) group at PwC advises leading financial services organisations on a wide variety of risk and capital management issues. These range from regulatory requirements such as Basel III and Solvency II to operational assignments such as defining and setting risk appetite and embedding risk management throughout the organisation. We have significant growth plans and are looking for ambitious and dedicated professional advisors in the area of credit risk quantification: pricing models Value-at-Risk stress testing etc.

Your profile

You have:

  • a master’s degree or PhD in a mathematical or engineering discipline and a strong interest or qualification in finance
  • a professional experience of three to five years in mathematical techniques for financial applications
  • a track record in market risk modelling including stochasctic models in the context of pricing models risk models (such as Value-at-Risk and Stress Testing) data models etc.
  • preferably an expertise in the related regulatory and accounting areas; it includes Internal Model CVA ICAAP IFRS7 IFRS9 etc.
  • effective communication and presentation skills and you are a team player
  • fluency in English; knowledge of Dutch and French is an asset

How to apply?

Make sure you are a member of the Brussels Data Science Community linkedin group before you apply. Join  here.
Please note that we also manage other vacancies that are not public, if you want us to bring you in contact with them too, just send your CV to . 
Application and more information:

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