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Senior Associate/Manager - Quantitative - Risk Consulting - FS - Hong Kong

Job Req ID:  36549
Date:  5 Dec 2025
Country/Region:  HK
City:  Hong Kong

Job Profile Summary

At PwC, our people in management consulting focus on helping clients seize essential advantages by working alongside business leaders to solve their toughest problems and capture their greatest opportunities. They work with some of the world's largest and most complex companies to understand their unique business issues and opportunities in an ever changing environment. These individuals help create sustainable change by stimulating innovation, unlocking data possibilities, navigating risk and regulatory complexity, optimising deals, and aligning costs with business strategy to create a competitive advantage. Management consultants help the world's most significant organisations, public and private, quickly become more effective. They improve the way organisations operate; manage costs; better align people, process and technology initiatives; support business growth to maintain or improve competitive edge and complete market and regulatory risk assessment.

As a management consulting generalist at PwC, you will play a vital role in helping clients optimise their operations, improve performance, and achieve strategic objectives. Your work may include analysing business data, developing strategies, supporting management teams, collaborating across teams, optimising tools and technology, improving organisational performance, monitoring compliance, and/or managing change.

Job Description

As a Senior Associate/Manager, you will be involved in various activities which may include:

  • Conducting valuation on the following financial instrument: FX Derivatives, Interest Rate Derivatives, complex structured derivatives, exotic options, stock options, structured products, etc;
  • Analyzing and quantifying market risk using different statistical and sensitivity approaches;
  • Conducting model valuation on trading systems, risk engine and margining calculation tool;
  • Developing different risk model for our clients, such as SIMM, SA-CCR, FRTB-SA, CVA, hedge accounting, liquidity and IRRBB etc;
  • Designing and implementing more efficient risk management workflow for our clients by automation and digitalization

 

Qualifications

  • Degree holder, preferably in Quantitative Majors like Quantitative Finance, Financial engineering, Statistics, Mathematics, Economics, and Risk Management etc;
  • Masters or PhD holders in related areas will be an advantage
  • CFA and FRM holder will be an advantage
  • Relevant experience in financial institutions (e.g. banks security firms and funds etc) , management consulting firms or big 4 audit firms; (five years or above for manager level and Two to four years for Senior associate)
  • Good knowledge in any of the following areas: (1) Basel III and Hong Kong Monetary Authority requirements, (2) financial instrument valuation modelling, (3) market risk modelling, (4) initial margin calculation, (5) Valuation and product control
  • Practical experience in using trading system (e.g. Bloomberg, Reuters etc plus Word, PowerPoint, and Excel;
  • Practical knowledge in programming language (e.g. SQL, VBA, Python, R, Numerix etc)
  • Strong knowledge in financial engineering methodology (e.g. BSM, HW, LSV etc.)
  • Strong analytical and problem solving capabilities;
  • Ability to translate client issues into solutions that address complex situations;
  • Experience in Project management and teamwork
  • Excellent communication and interpersonal skills;
  • Proficiency in written and spoken English and Chinese (Cantonese and Mandarin) is essential.

 

In addition, candidates should illustrate the following personal attributes:

  • Demonstrates courage and integrity
  • Acquires and applies commercial and technical expertise by staying up to date in industry and with market trends
  • Manages projects and economics efficiently; planning and performing work in accordance with client requirements and professional standards
  • Open minded, agile with change and practical
  • Committed to self develop and coaching of others for growth
  • Communicates with impact and empathy
  • Actively shares ideas and knowledge and is innovate
  • Lead and contribute to team success
  • Is passionate about client service
  • Works hard to build and sustain relationships

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