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Quantitative OTC Derivatives Valuation Manager (m/f) - Job based in Luxembourg

Date:  19-Nov-2021

Luxembourg, LU

Company:  Deloitte Luxembourg
Job Function:  Investment Management & Regulatory
Seniority:  Manager levels
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 Manager of our OTC valuation team take part to its organization and to the supervision of the different implied tasks re
  • Perform and review valuations of financial derivative instruments or structured products in the context of audit assignments and for our external clients
  • Offer your expertise and markets knowledge in the development of valuation models for new structures/products on different asset classes
  • Provide solutions  to clients facing valuation issues
  • With the support of your senior management, lead a diverse team of talented junior and senior consultants, developing them to their highest potential and support them in delivering exceptional client service
  • Work closely with your peers of the IM Quantitative Risk and Valuation team to leverage synergies within the team
  • Offer your expertise and markets knowledge to steer the evolution of our quantitative framework
  • Develop high-performing people and teams through challenging and meaningful opportunities
  • Understand key objectives for clients and Deloitte; align people to objectives and set priorities and direction
Your skills
  • Master's degree, ideally in quantitative fields (mathematics, engineering or financial markets). Additional degree in Finance / Risk Management is a strong asset.
  • Between 5 and 8 years’ relevant experience in pricing of OTC derivatives instruments, model review/validation, risk management is required.
  • Experience in the financial sector and knowledge of related regulations.
  • Excellent knowledge of programming in Matlab, Python, VBA or R.
  • Sound know-how of financial information providers is considered as an asset.
  • Are considered as an inspiring team leader, eager to coach and develop other.
  • A professional certification such as CQF, FRM, CAIA is considered as an asset.
  • Effective team player, capable of assuming responsibilities and dealing with deadlines
  • Fluent in English. German speaking is considered as an asset.
  • Experience in the financial sector and knowledge of related regulations.


Your role as a Leader 


At Deloitte we believe in the importance of leadership at all levels. Managers across our organization: 

  • Develop high-performing people and teams through challenging and meaningful opportunities
  • Deliver exceptional client service, driving high performance from people
  • Lead by example and establish confident relationships
  • Understand key objectives for clients and Deloitte; align people to objectives and set priorities and direction
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:  6663