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:
-Valuation and/or validation of valuation methods of derivative instruments,
-Setting-up and/or reviewing 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
-Graduate in financial engineering or in mathematics with in-depth knowledge of financial instruments. A professional certification in the finance area will be considered as an advantage.
-Sound knowledge of mathematical models used for credit derivative valuation (quantitative programming techniques, stochastic process, Monte Carlo simulation ...). A specialisation in credit derivatives (CDS, CDO, CLO etc.) is considered as an asset;
-Good knowledge of programming in at least one of the following languages: C++, Matlab, VBA or Mathematica
-Business and solution minded; self-starter; flexible, dynamic
-Fluent in French and English
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 . 
