Job Description: Support KPMG with meeting the future challenges of our clients. Become inspired by the diversity of our topics - and together with us, make the difference. Become part of the iRADAR Financial Services Team, an expert team within KPMG focusing on quantitative topics such as the determination of fair value as well as valuation- and risk modelling of fincancial instruments and derivatives. Support us to expand our internally-developed solutions and use your knowledge to add value to our clients in the banking, asset management and insurance sectors. Job Responsibilities: The quantitative analysis of financial instruments / portfolios as well as the decomposition and valuation of complex financial instruments Analysis and valuation of Asset Backed Securities by applying cash-flow modelling Develop and optimize our valuation methodologies and in-house modelling library for financial instruments and derivatives Calculation of valuation adjustments for OTC Derivatives (eg CVA/DVA) and application of prudent valuation principles Performance of model validation for valuation and risk models Work independently with varying teams and be a professional contact for our global clients Job Requirements: Degree in (business) mathematics, (business) physics, or a comparable degree in business economics or natural science with quantitative focus Ideally 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 Job Details: Company: KPMG Deutschland Vacancy Type: Full Time Job Location: Frankfurt am Main, Hesse, Germany Application Deadline: N/A Apply Here getyourvacancy.com
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