Share this Job

Derivatives/structured products valuation Senior Consultant (m/f) - Job based in Belval

Date: 04-May-2019

Location: Esch-Belval, LU

Company: Deloitte Luxembourg

Your future team
Our Capital Markets experts are specialized in quantitative risk management, funds' performance measurement and valuation of financial derivatives instruments and other complex products for banks and investment funds.
Your next challenge
  • Performing and reviewing valuations of financial derivative instruments or structured products in the context of audit assignments and for our external clients
  • Offering your expertise and markets knowledge in the development of valuation models for new structures/products on different asset classes
  • Providing assistance to clients facing valuation issues
  • Taking part of the general development of the department's activities and projects
  • Assisting in the identification of new opportunities and build market strategies accordingly
  • Contributing in the development and coaching of more junior consultants
Your skills
  • Hold a Master's degree, ideally in quantitative fields (mathematics, engineering or financial markets). Additional degree in Finance / Risk Management is a strong asset
  • Have between 4 to 6 years of relevant experience in pricing of OTC derivatives instruments, model review/validation, risk management or trading desk
  • Possess some experience in the financial sector and knowledge of related regulations
  • Have excellent knowledge of programming in Matlab, C++ or VBA. Knowledge in relational database in an asset
  • Hold a professional certification such as CQF, FRM , CAIA
  • Are an effective team player, capable of assuming responsibilities and dealing with deadlines
  • Are fluent in English. German is considered as an asset
We want to hear from you! Join us and...
  • Work with recognized market leading experts and be part of a dynamic team delivering cutting-edge solutions to our clients
  • Enjoy flexible work arrangements
  • Profit from our Global network for career opportunities
  • Team up with dynamic and energetic professionals within a challenging and knowledge-sharing environment
  • Develop your competencies with a tailor-made training plan
  • Profit from an attractive package of customizable advantages
  • Have the possibility to work on assignments abroad
  • Customize your career with internal mobility possibilities
  • Contribute to making an impact on our society, people and environment
  • Enjoy and promote diversity in our multicultural teams
What impact will you make?
Every day, your work will make an impact that matters, while you thrive in a dynamic culture of inclusion, collaboration and high performance. As the undisputed leader in professional services, Deloitte is where you'll find unrivaled opportunities to succeed and realize your full potential.
One of our firm-wide priorities is to deliver a globally uniform level of quality in our services so that our clients experience a consistent, exceptional Deloitte. To achieve this, global standards have been developed that define the most critical capabilities required by client service professionals across the globe. These help our professionals understand what is expected from them and to focus on their personal development. Please click here to discover the standards for this role.
Get to know more about Deloitte.

Deloitte Luxembourg, with around 2,300 employees and with more than 70 nationalities, is a member of Deloitte Touche Tohmatsu Limited, one of the world's leading professional services firms in audit, tax, financial advisory and consulting. Every day our multidisciplinary teams work together to offer innovative solutions to our clients' complex issues. At the heart of Europe, Luxembourg is a cosmopolitan economic center. The thriving diverse cultural life, the many sporting activities and its vast open spaces make Luxembourg unique and a great place to live.