Our Enterprise Risk Services (ERS) practice is a global leader in helping clients manage risk from the boardroom to the network. We provide a broad array of services that allow clients to measure and manage risk and control, and to enhance the reliability of systems and processes, throughout the enterprise. With core competencies encompassing capital markets, control assurance, internal audit, regulatory consulting, and security services, our ERS professionals offer a wealth of experience across a wide spectrum of industries.
As part of the development of our Capital Markets team, we are currently seeking to recruit a motivated Consultant. Your responsibilities within the team:
-Perform the valuations of Financial Derivative Instruments or structured products in the context of audit and for our external clients.
-Develop valuation models for new structures.
-Set-up and/or review of risk management techniques applicable to investment funds (UCITS III) or to banks in the context of Basel II regarding the measure of the market risk (VaR models) and credit risk.
Your profile
-Master Degree level (BAC + 5) in financial engineering or in mathematics with in-depth knowledge of financial instruments.
-Sound knowledge of mathematical models used for credit and/or interest rate derivative instruments valuation (quantitative programming techniques, stochastic process, Monte Carlo simulation ...).
-Good knowledge of programming in at least one of the following languages: VBA, C++, Matlab or Mathematica
-Business and solution minded; self-starter; flexible, dynamic
-Fluent in French and English
-A professional certification in the finance area will be considered as an advantage.
About Deloitte Luxembourg
We offer solutions to respond to your career objectives and place strong emphasis on self motivation, learning agility and commitment. If you are interested in working in this highly stimulating, multicultural environment alongside quality professionals, then join us!
If you are interested in this position, please apply online, visiting our website http://www.deloitte.lu, careers section
