Quantitative Financial Analyst

vor 2 Wochen


Frankfurt am Main, Hessen, Deutschland KPMG Vollzeit

About the Role

We are seeking a highly skilled Quantitative Financial Analyst to join our team at KPMG. As a key member of our iRADAR Financial Services Team, you will be responsible for supporting our clients in the banking, asset management, and insurance sectors with complex financial modeling and valuation tasks.

Key Responsibilities

  • Perform quantitative analysis of financial instruments and portfolios, including decomposition and valuation of complex financial instruments.
  • Develop and optimize our valuation methodologies and in-house modeling library for financial instruments and derivatives.
  • Calculate valuation adjustments for OTC Derivatives (e.g. CVA/DVA) and apply prudent valuation principles.
  • Work independently with varying teams and be a professional contact for our global clients.

Requirements

  • Degree in (business) mathematics, (business) physics, or a comparable degree in business economics or natural science with quantitative focus.
  • Ideal professional experience in the financial sector, particularly in evaluating fixed-income products and derivatives.
  • Sound knowledge of standard market models (e.g. Black-Scholes-, Hull-White- and local volatility models) and their application, as well as relevant market parameters.
  • Sound knowledge of measure theory and stochastic integration.
  • Excellent Excel skills.
  • Good programming skills in VBA, Python, C, C++, Java or similar programming language.
  • Excellent command of English.
  • Good communication skills and confident appearance.

About KPMG

KPMG is a leading professional services firm with a diverse and multi-layered team of experts. We work on innovative topics on an interdisciplinary basis and manage large projects together. Our clients include companies in the areas of Audit, Tax Advisory, and Consulting. We are looking for talented individuals who want to join us in tackling the challenges of tomorrow.

What We Offer

  • A dynamic and supportive work environment.
  • Opportunities for professional growth and development.
  • A competitive salary and benefits package.
  • The chance to work on exciting projects and collaborate with a diverse team of experts.


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