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Quantitative Analyst (m/f) - Job based in Luxembourg

Date:  29-Aug-2021

Luxembourg, LU

Company:  Deloitte Luxembourg
Job Function:  Investment Management & Regulatory
Seniority:  Junior
Contract Type:  Open-term
Your future team

Our Capital Markets valuation experts are specialized in quantitative risk management and valuation of financial derivatives instruments and other complex products and structures for banks and investment funds.

Capital Markets is our very own dedicated department, part of the Consulting and Advisory Investment Management (IM) and Private Equity Real Estate (PERE) practice , specialized in advisory and reporting solutions primarily for the asset management sector. Our missions include valuation of financial derivative instruments, delivery of risk, performance and costs analytics for investment funds, as well as risk advisory and regulatory risk reporting for investment funds. We also provide advisory quantitative expertise to the banking and insurance industry sector.
Your next challenge
  • As part of our quantitative team take part to various tasks related to Financial Risk Management and Valuation of Financial Instruments.
  • Work on high quality process standard in accordance with applicable regulatory requirements (AIFMD Annex IV, MMFR Article 37, UCITS Risk Reporting) with a focus on the different risk metrics (Market, liquidity , credit risk, stress tests)
  • Perform and review computation of a wide spectrum of risk metrics in the context of the fund industry
  • Perform and review valuations of financial derivative instruments or structured products in the context of audit assignments and for our external clients
  • Make use of your Quantitative background and IT Skills to participate in the evolution of our different internal quantitative libraries.
Your skills
  • Hold a Master level in Finance, Engineering , Applied Mathematics with a strong willingness to develop an expertise in the financial sector 
  • Up to 3 years of experience
  • Have strong basics in at least one of the following domains: financial risk management, database structure and modelling, derivatives pricing and mathematic
  • Demonstrate good basics of Matlab, Python, R
  • Show an ability to work autonomously as well as being part of a team with a results-oriented attitude
  • Be a self-starter and self-learner
  • Demonstrate excellent analytical and synthetic skills
  • Holding one or more certification such as CQF, FRM, CAIA is considered as a strong asset
  • Be fluent in English. French or German is considered 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