Quantitative Financial Modelling Specialist
vor 4 Wochen
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.
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