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Financial Instruments Analyst

On-site in Madrid·Full-time·Added 18 days ago (last checked 13 Oct)

PwC España

140 open roles

Our summary

Work mode
On-site, Madrid
Contract
Full-time
Education
University degree

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Skills

Nice to have

This job advert was originally written in Spanish.

Requirements

What we're looking for

  • We are looking for students from degrees such as: Engineering, Mathematics, Physics, Statistics, Economics or Business Administration.

Nice to have

  • A Master's in Data Analytics, Data Science or similar will be valued.

The role

We are one of the leading professional services networks in the world. Our team at PwC is made up of the best specialists serving our clients in audit, consulting, legal and tax advisory, and financial transactions. We are present in 21 provinces in Spain and in 156 countries.

At PwC, we are looking for students to carry out internships in our FIA area.

This position is ideal for students wishing to develop their skills in the practice of Risk Analytics. The specialization of this working group focuses on wholesale credit, counterparty, market, CVA and ALM risks or structural risks (Liquidity & Balance Sheet Interest Rate).

What you'll do

  • Collaboration in the development of projects linked to the development of quantitative risk models and/or Data Analytics for the financial sector (banking and Insurance).

  • Ingestion of information into SQL and/or NoSQL databases, development of ETL processes and database management, Data Quality processes and cleaning of database information.

  • Support in the development of traditional statistical models (regression models, time series - ARIMA-, etc),

  • Assistance in the development of calculation engines based on methodology widely used in the sector for the aforementioned risks (Wholesale Credit, counterparty, Market, CVA and ALM), Machine Learning models, Deep Learning and/or Artificial Intelligence.

  • Model competition and analysis thereof for the selection and presentation to the client of the best model for each situation and purpose within the project.

  • Functional design of front-end screens that will be provided to the client to explain and detail the functioning and consumption of the calculation engines or developed engines.

  • You will learn to develop dashboards to consume information from the models or any other management information stored in databases.

About PwC España

Industry
Professional Services
Website
pwc.es

In their own words

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