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 advantages of being one of us

1. Career Growth, Your Way
   Access top-notch training and career development, with a clear progression path to help you level up at your own pace.
2. Global Impact, Local Connections
   Work on international projects and collaborate with diverse teams, all while making an impact locally.
3. Innovative Work That Matters
   Tackle cutting-edge projects and utilize the latest tech, with all the tools you need to stay ahead.
4. Inclusive, Flexible Culture
   Embrace a culture where your voice matters, with flexible hours to balance work and life seamlessly.
5. Purpose-Driven Work
   Get involved in sustainability initiatives and community service, making a real difference while growing your career.

Your contribution to our success

• Calculate and report fair value of derivatives, reconciling with accounting records
• Work with a broad range of OTC derivatives (rates, FX, credit, equity, structured products, illiquid instruments, etc)
• Develop and apply quantitative models and IT solutions for derivative valuation and process improvement
• Design, implement, test, document and maintain valuation models, systems, policies and frameworks
• Conduct reviews, gap analyses and provide support on valuation topics, including regulatory requirements and internal reviews

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

Interested? Please submit your resume in English

Get to know more about Deloitte; LinkedIn page (#DeloitteLU), Instagram page, YouTube page or website.

With more than 2,600 employees and 98 nationalities, Deloitte Luxembourg is one of the Grand Duchy's largest, strongest and oldest professional services firms. For 75 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.