Quant jobs / PwC

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

PwC’s financial-risk consultants value derivatives and develop quantitative risk methods. The role joins pricing-model analysis with implementation of client risk tools.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Value complex derivatives.
Quantify market and margin risks.
Develop and test risk models.

What they ask for

Required

Financial engineering
Programming
Valuation or risk methods
Project work
English and Chinese

Preferred

CFA or FRM
Advanced degree

Education: A degree is required; quantitative subjects and advanced study preferred.
Experience: Senior associates: two–four relevant years; managers: at least five.
Languages and tools: SQL
VBA
Python
R
Numerix
Excel
Markets: fx, fixed-income, options

How to prepare

Compare derivatives pricing methods.
Implement a margin calculation.
Validate sensitivity-based risk measures.

What to study

The Derivatives Pricing Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on PwC’s site before applying: requirements, location and pay can change after we check them.

View the posting on PwC’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with PwC and doesn’t handle applications.