Pubblicato su stage4eu il: 20/12/2024 Deloitte, Trainee in the Derivative Valuation Team
Deloitte
20 Boulevard de Kockelscheuer, Luxembourg, Lussemburgo
Economia e finanza
Attività:
- Assist in computing and reporting the fair value of derivatives, and compare versus accounting details
- Gain exposure to a wide range of OTC derivative products: Interest Rate, Cross-Currency and Inflation Linked Swaps, FX Forwards, Credit Default Swaps, Equity / Asset Swaps, Total Return Swaps, Various Options (Vanilla, Equity and Exotic) and Swaptions, Structured Products, Certificates, Volatility and Variance Notes, CDS Tranches, ABS/CLO/CDO, Loans, Illiquid Bonds and Notes
- Learn and develop expertise in the modelling and analysis techniques used in the valuation of financial derivative instruments
- Contribute market knowledge and insights to support the evolution of our quantitative framework
- Assist in designing, developing, implementing, testing, documenting and maintaining our processes, models and systems
- Follow the latest quantitative techniques relevant to the asset management industry
- Review the valuation frameworks, policies and processes of external parties under supervision
- Conduct gap analysis of regulatory requirements, market practices and regulatory expectations
- Provide support to the audit department on valuation topics.
Requisiti principali:
- - Currently pursuing a Master’s degree in Finance, Engineering or Applied Mathematics with a strong willingness to develop an expertise in the financial sector
- Knowledge and interest in the financial sector and related regulations would be a strong asset
- Familiarity with financial instruments (bonds, shares, derivatives, funds, …)
- Have strong foundational understanding of derivatives pricing or mathematics
- Basic programming skills in Matlab, Python, R or other language
- Have a passion for problem solving with excellent analytical skills
- Be a good team player while also showing an ability to work autonomously
- Agile, enthusiastic, results-oriented attitude and able to work within set deadlines
- Be fluent in English. French or German is considered an asset
- Knowledge of the main Financial Information Providers (Bloomberg, Refinitiv,…) is a plus.
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