Quantitative Financial Modelling Specialist

vor 4 Wochen


Frankfurt am Main, Hessen, Deutschland KPMG Vollzeit
Quantitative Financial Modelling Specialist

At KPMG, we are seeking a highly skilled Quantitative Financial Modelling Specialist to join our iRADAR Financial Services Team. As a key member of our team, you will be responsible for the quantitative analysis of financial instruments and portfolios, as well as the decomposition and valuation of complex financial instruments. Your expertise in cash-flow modelling and valuation methodologies will be essential in supporting our clients in the banking, asset management, and insurance sectors.

Key Responsibilities
  • Perform quantitative analysis of financial instruments and portfolios
  • Decompose and value complex financial instruments
  • Develop and optimize valuation methodologies and in-house modelling library
  • Calculate valuation adjustments for OTC Derivatives
  • 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 and their application
  • 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
We are a global professional services firm that provides audit, tax, and advisory services to clients across various industries. Our team is diverse and multi-layered, allowing us to work on innovative topics on an interdisciplinary basis and manage large projects together. We are looking for talented individuals who want to join us in tackling the challenges of tomorrow. If you are passionate about financial modelling and valuation, and have a strong background in quantitative finance, we encourage you to apply for this exciting opportunity.

How to Apply
To apply for this position, please submit your complete CV, certificate of your latest graduation and/or latest transcript of results, and existing job references. We look forward to receiving your application and discussing this opportunity further.

  • Frankfurt am Main, Hessen, Deutschland KPMG Vollzeit

    Key ResponsibilitiesConduct in-depth quantitative analysis of financial instruments and portfolios to determine fair value and perform risk modelling.Develop and optimize valuation methodologies and in-house modelling library for financial instruments and derivatives.Apply cash-flow modelling to analyse and value Asset Backed Securities.Calculate valuation...

  • Quantitative Analyst

    vor 3 Wochen


    Frankfurt am Main, Hessen, Deutschland KPMG-Germany Vollzeit

    Role Overview Are you a quantitative expert looking to challenge yourself in a dynamic environment? As a Quantitative Analyst in our Financial Modelling and Valuation team, you will be responsible for analysing and valuing complex financial instruments, developing and optimising our valuation methodologies, and working independently with various teams to...


  • Frankfurt am Main, Hessen, Deutschland KPMG-Germany Vollzeit

    We are seeking a highly skilled Quantitative Financial Modeller to join our team at KPMG-Germany. As a member of the iRADAR Financial Services Team, you will be working on quantitative topics such as the determination of fair value as well as valuation- and risk modelling of financial instruments and derivatives.Key Responsibilities:Develop and optimize our...


  • Frankfurt am Main, Hessen, Deutschland KPMG-Germany Vollzeit

    Key Responsibilities As a member of the iRADAR Financial Services Team at KPMG, you will be responsible for the quantitative analysis of financial instruments and portfolios, including the decomposition and valuation of complex financial instruments. You will also be involved in the analysis and valuation of Asset Backed Securities by applying cash-flow...


  • Frankfurt am Main, Hessen, Deutschland KPMG-Germany Vollzeit

    Key Responsibilities As a member of the iRADAR Financial Services Team at KPMG, you will be responsible for the quantitative analysis of financial instruments and portfolios, as well as the decomposition and valuation of complex financial instruments. This will involve the application of cash-flow modelling to analyse and value Asset Backed Securities. You...


  • Frankfurt am Main, Hessen, Deutschland KPMG-Germany Vollzeit

    Key Responsibilities As a member of the iRADAR Financial Services Team at KPMG, you will be responsible for supporting our clients in meeting the future challenges of the financial sector. Your expertise will be crucial in the determination of fair value, as well as the valuation and risk modelling of financial instruments and derivatives. Requirements To...


  • Frankfurt am Main, Hessen, Deutschland EUREX Clearing AG Vollzeit

    About the RoleEurex Clearing AG's Models & Analytics section is responsible for developing and maintaining state-of-the-art risk methodologies. Within this section, the Risk Methodology ETD team focuses on risk methodology for exchange-traded products, including futures and options. As a Quantitative Risk Analyst - Financial Methodologies Specialist, you...


  • Frankfurt am Main, Hessen, Deutschland KPMG Vollzeit

    About the Role:As a Quantitative Financial Modeller and Valuation Expert, you will be responsible for analysing and valuing complex financial instruments and portfolios. You will work closely with our team to develop and optimize valuation methodologies and in-house modelling libraries.Key Responsibilities:Quantitative analysis of financial instruments and...


  • Frankfurt am Main, Hessen, Deutschland EUREX Clearing AG Vollzeit

    About the RoleEurex Clearing AG is seeking a highly skilled Quantitative Risk Manager to join its Models & Analytics section. This team is responsible for developing and maintaining state-of-the-art risk methodologies, including models for market risk and product valuation.As a Quantitative Risk Manager, you will be part of a collaborative team that focuses...


  • Frankfurt am Main, Hessen, Deutschland Deutsche Bank Vollzeit

    Job Title: Lead Quantitative StrategistAbout the Role:We are seeking a highly skilled Lead Quantitative Strategist to join our team at Deutsche Bank. As a key member of our Front Office, you will be responsible for designing and implementing complex solutions and working processes that drive business growth and profitability.Key Responsibilities: Modelling...


  • Frankfurt am Main, Hessen, Deutschland UCG United Consulting Group GmbH Vollzeit

    At UCG United Consulting Group GmbH, we are seeking a skilled Quantitative Finance Specialist to join our team in Frankfurt am Main. As a key member of our consulting team, you will be responsible for providing expert advice to our clients in the financial sector, energy sector, and manufacturing industry.Key responsibilities include:Developing and...


  • Frankfurt am Main, Hessen, Deutschland Deutsche Börse AG Vollzeit

    About the Role:We are seeking a highly skilled Quantitative Risk Model Specialist to join our team at Deutsche Börse Group. As a Risk Model Developer, you will be responsible for the analysis, design, and maintenance of quantitative models used to determine capital requirements for both financial and non-financial risks.Key Responsibilities:Participate in...


  • Frankfurt am Main, Hessen, Deutschland Clearstream Banking AG Vollzeit

    About the RoleClearstream Banking AG is seeking a skilled Quantitative Model Validator to join our team. As a Quantitative Model Validator, you will be responsible for providing independent and effective challenge of models, applying financial theory and quantitative methods.Key ResponsibilitiesDevelop appropriate quantitative and qualitative validation...


  • Frankfurt am Main, Hessen, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    About the RoleWe are seeking a highly skilled Quantitative Strategist to join our Front Office team at Deutsche Bank. As a key member of our team, you will be responsible for designing and implementing complex solutions and working processes that drive business growth and profitability.Key ResponsibilitiesDevelop and manage funding costs and funds transfer...


  • Frankfurt am Main, Hessen, Deutschland Deutsche Börse AG Vollzeit

    Job SummaryWe are seeking a highly skilled Quantitative Risk Model Specialist to join our team at Deutsche Börse AG. As a Risk Model Analyst, you will be responsible for the analysis, design, and maintenance of quantitative models used to determine capital requirements for Deutsche Börse Group.Key ResponsibilitiesParticipate in the development and...


  • Frankfurt am Main, Hessen, Deutschland 0010 Deutsche Bank Aktiengesellschaft Vollzeit

    About the RoleDeutsche Bank is seeking a highly skilled Quantitative Strategist to join our team in Germany. As a key member of our Front Office Pricing and Risk Management team, you will be responsible for designing and implementing complex solutions and working processes.Key ResponsibilitiesDevelop and manage funding cost models and funds transfer...


  • Frankfurt am Main, Hessen, Deutschland UCG United Consulting Group GmbH Vollzeit

    UCG United Consulting Group GmbH is a leading consulting firm in the financial sector, offering a wide range of services to help clients navigate the complexities of the industry.We are currently seeking a highly skilled Quant Developer to join our team in Frankfurt am Main.The ideal candidate will have a strong background in financial modeling, data...


  • Frankfurt am Main, Hessen, Deutschland Clearstream Banking AG Vollzeit

    About the RoleWe are seeking a skilled Quantitative Model Validator to join our team at Clearstream Banking AG. As a Quantitative Model Validator, you will be responsible for ensuring the accuracy and reliability of our financial models.Key ResponsibilitiesDevelop and implement quantitative validation methods to assess the accuracy of our financial...


  • Frankfurt am Main, Hessen, Deutschland KPMG-Germany Vollzeit

    KPMG-Germany seeks a highly skilled Quantitative Finance Specialist to join our iRADAR Financial Services Team. As a key member of our team, you will be responsible for supporting us in expanding our internally-developed solutions and adding value to our clients in the banking, asset management, and insurance sectors.About the RoleWe are looking for an...


  • Frankfurt am Main, Hessen, Deutschland Deutsche Börse AG Vollzeit

    About the Role:We are seeking a highly skilled Quantitative Risk Model Specialist to join our team at Deutsche Börse AG. As a Risk Model Development Expert, you will be responsible for the analysis, design, and maintenance of quantitative models used to determine capital requirements for Deutsche Börse Group.Key Responsibilities:Develop and enhance...