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

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.

You will have the opportunity to:

 

  • 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 assistance to clients facing valuation issues
  • Take part of the general development of the department’s activities and projects
  • Assist in the identification of new opportunities and build market strategies accordingly
  • Contribute in the development and coaching of more junior consultants

 

To fit in the role, you also:

 

  • 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 between 4 to 6 years of 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...

 

  • Develop your competencies with a tailor-made training plan
  • Work with recognized experts and be part of a dynamic team delivering cutting-edge solutions to our clients
  • Team up with dynamic and energetic professionals within a challenging and knowledge-sharing environment
  • Enjoy and promote diversity in our multicultural teams

What impact will you make?

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