Market/ Liquidity Risk Specialist

About the Role

As a Market/ Liquidity Risk Specialist - Senior Associate at PwC Acceleration Center India, you will support risk modeling services by analyzing market and liquidity risk exposures, developing statistical models, and translating data into insights for client teams. You will analyze complex problems, manage assigned workstreams, build client connections, and guide junior team members while growing your technical skills.

Key Responsibilities

• Analyzing market and liquidity risk exposures through statistical modeling, scenario testing, and financial data review.
• Building and calibrating risk models that support valuation, forecasting, and sensitivity analysis.
• Interpreting model outputs and presenting insights that inform risk mitigation actions and decision making.
• Applying actuarial methods, financial modeling tools, and statistical software to assess complex portfolio behavior.
• Reviewing data inputs, assumptions, and model logic to validate consistency and identify potential issues.
• Supporting client discussions by explaining technical findings in clear, practical language.
• Guiding junior team members on modeling tasks, workpaper preparation, and technical research.
• Tracking changes in regulatory expectations and market conditions that affect risk modeling approaches.
• Developing deliverables that align with project objectives, timelines, and professional standards.

Requirements & Tech Stack

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

Qualifications

• Demonstrating 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.