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Derivatives/structured products valuation Analyst (m/f) - Job based in Luxembourg

Date:  03-Jun-2021

Luxembourg, LU

Company:  Deloitte Luxembourg
Job Function:  Investment Management & Regulatory
Seniority:  Junior
Contract Type:  Open-term
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 a first 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
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; Facebook page, LinkedIn page or website.

With  more than 120 partners and 2,300 employees, Deloitte Luxembourg is one of the Grand Duchy's largest, strongest and oldest professional services firms. For 70 years, our talented teams have been serving clients in various industries delivering high added-value offerings to national and international clients in audit and assurance, consulting, financial advisory, risk advisory, tax, and related services. Deloitte Luxembourg is part of the global Deloitte network.


Join us in enabling a diverse and inclusive environment for all!

Diversity and inclusion bring great value to our profession and community, and build our ability to deliver truly differentiated solutions and experiences to our clients. Deloitte is committed to creating and supporting a culture of inclusion that empowers all of our people to be at their best on both a personal and professional level.


Requisition ID:  5123