Junior Derivative Valuation Specialist (m/f) - Job based in Luxembourg

Your future team

Our team of valuation experts are specialized in quantitative analysis and the valuation of financial derivatives instruments along with other complex products and structures for banks and investment funds. The team works closely with our Audit & Assurance department. It provides, in the context of the audit of investments funds and credit institutions, derivatives valuations in respect of client’s portfolios.

Our team also provides quantitative expertise to the finance, banking and insurance industry sectors. This includes the review of valuation frameworks, policies and processes as well as gap analysis versus regulatory requirements, market practices and regulatory expectations.

Your next challenge

• Compute and report the fair value of derivatives, comparing versus accounting details
• Gain exposure to a wide range of OTC derivative products: Interest Rate, Cross-Currency and Inflation Linked Swaps, FX Forwards, Credit Default Swaps, Equity / Asset Swaps, Total Return Swaps, Various Options (Vanilla, Equity and Exotic) and Swaptions, Structured Products, Certificates, Volatility and Variance Notes, CDS Tranches, ABS/CLO/CDO, Loans, Illiquid Bonds and Notes
• Develop an expertise in modelling and analysis techniques used in the valuation of financial derivative instruments

• Bring your quantitative and IT expertise to bear on improvements to our proprietary valuation solutions
• Offer your expertise and market knowledge to steer the evolution of our quantitative framework
• Design, develop, implement, test, document and maintain our processes, models and systems
• Follow the latest quantitative techniques relevant to the asset management industry
• Reviews the valuation frameworks, policies and processes of external parties
• Gap analysis of regulatory requirements, market practices and regulatory expectations
• Provide support to the audit department on valuation topics 

Your skills

• Hold a Master level in Finance, Engineering or Applied Mathematics with a strong willingness to develop an expertise in the financial sector 
• Experience in the financial sector and knowledge of related regulations.
• Knowledge of financial instruments (bonds, shares, derivatives, funds, …)
• Have strong basics in derivatives pricing or mathematics
• Demonstrate solid programming skills in Matlab, Python, R or other language
• Have a passion for problem solving with excellent analytical skills
• Be a good team player while also showing an ability to work autonomously
• Agile, enthusiastic, results-oriented attitude and able to work within set deadlines
• Be fluent in English. French or German is considered an asset.
• Knowledge of the main Financial Information Providers (Bloomberg, Refinitiv,…) is a plus

Join us and...

• Develop your competencies with a tailor-made training plan
• Profit from our Global network for career opportunities
• Contribute to making an impact on our society, people and 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. Deloitte is where you will find unrivalled opportunities to succeed and realize your full potential.

Our global standards enable us to deliver consistent, exceptional services across the globe, whilst continuously developing our Talents.

Get to know more about Deloitte; Facebook page, LinkedIn page or website.

With  more than 150 partners and 2,600 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.