Location: Luxembourg, LU
Company: Deloitte Luxembourg
Job Function: Investment Management & Regulatory
Seniority: Senior levels
Contract Type: Open-term
Your future team
Our Capital Markets valuation experts are specialized in quantitative risk management and valuation of financial derivatives instruments and other complex products and structures for banks and investment funds.
Capital Markets is our very own dedicated department, part of the Consulting and Advisory Investment Management (IM) and Private Equity Real Estate (PERE) practice , specialized in advisory and reporting solutions primarily for the asset management sector. Our missions include valuation of financial derivative instruments, delivery of risk, performance and costs analytics for investment funds, as well as risk advisory and regulatory risk reporting for investment funds. We also provide advisory quantitative expertise to the banking and insurance industry sector.
Your next challenge
- Contribute to the design and oversee the development of our in-house risk management system (with focus on Value-at-Risk, liquidity Risk, Stress test, … )
- Ensure integration in our existing workflow from an IT and operational point of view
- Ensure development account for the different regulation prevailing in the IM industry (AIFMD, ESMA guidelines, …)
- Ensure system is in line with the market best practices
- Ensure close collaboration with the different Deloitte teams (Business , operations, IT)
Bring your quantitative and IT expertise
- Hold a Master level in Finance, IT Engineering or Applied Mathematics with a strong willingness to develop an expertise in the financial sector
- Have strong basics in at least one of the following domains: financial risk management, derivatives pricing and mathematic
- Demonstrate good basics of Matlab, Python, R
- Knowledge of the different regulatory requirement prevailing in the fund industry is a strong asset
- Strong experience in programming in the area of risk management, derivative modelling is requested
- Experience in project management is a strong asset.
- Sound know-how of financial information providers is considered as an asset.
- Be fluent in English. German or French speaking is an asset.
We want to hear from you! Join us and…
- Work with recognized market leading experts and be part of a dynamic team delivering cutting-edge solutions to our clients
- Enjoy flexible work arrangements
- Profit from our Global network for career opportunities
- Team up with dynamic and energetic professionals within a challenging and knowledge-sharing environment
What impact will you make?
Every day, your work will make an impact that matters, while you thrive in a dynamic culture of inclusion, collaboration and high performance. As the undisputed leader in professional services, Deloitte is where you’ll find unrivaled opportunities to succeed and realize your full potential.
One of our firm-wide priorities is to deliver a globally uniform level of quality in our services so that our clients experience a consistent, exceptional Deloitte. To achieve this, global standards have been developed that define the most critical capabilities required by client service professionals across the globe. These help our professionals understand what is expected from them and to focus on their personal development. Please click here to discover the standards for this role.
Get to know more about Deloitte; Facebook page, LinkedIn page or website. With more than 120 partners and 2,300 employees, Deloitte Luxembourg is one of the Grand Duchy’s largest, strongest and oldest professional services firms. For 70 years, our talented teams have been serving clients in various industries delivering high added-value offerings to national and international clients in audit and assurance, consulting, financial advisory, risk advisory, tax, and related services. Deloitte Luxembourg is part of the global Deloitte network.
Join us in enabling a diverse and inclusive environment for all!
Diversity and inclusion bring great value to our profession and community, and build our ability to deliver truly differentiated solutions and experiences to our clients. Deloitte is committed to creating and supporting a culture of inclusion that empowers all of our people to be at their best on both a personal and professional level.