MidFull TimeTemporaryEN
Job details
•Proposed designation
Roles & responsibilities
•Conduct end to end independent quantitative valuation of portfolios comprising of fixed income and OTC derivatives.•Identification of issues and reporting the relevant valuation analysis.•Analyze deviations based on security and portfolio levels•Write completion memo and reporting slides for the engagements.•To undertake assignments with simple complexity instruments within the portfolio with minimal supervision from seniors.•Highlight key observations and discuss with the Manager.•Establish strong professional relationships with Frankfurt team members.•Undertake smaller and medium-sized assignments independently or assist in larger assignments reporting to a Manager or Senior Manager
This role is for you if you have the below
Educational qualifications
•Must have Undergraduate degree in Engineering/Economics/Commerce/ Mathematics•CFA/FRM/CQFWork experience
•The candidate must have 1–2 years of relevant experience in a similar role, preferably with a Big 4 firm/professional service firm/third-party KPOMandatory technical & functional skills
•Product knowledge of various financial instruments such as Credit Derivatives, Interest Rate Derivatives, FX Derivatives, Government and corporate bonds, Securitizations etc.•Proficiency in use of MS excel.•Experience on valuation tools provided by vendors such as Reuters, Super Derivatives, Bloomberg etc. Preferred technical & functional skills•Strong quantitative and analytical skills related to discounted cash flow and option valuation models.•Knowledge of VBA, Python and Power BI.Key behavioural attributes/requirements
•Personal drive and positive work ethic to deliver results within tight deadlines and in demanding situations without compromising on quality, and ethical standards and values•Flexibility to adapt to a variety of engagement types, working hours and work environments.•Credible record of operating as an independent contributor and also working as part of a team during larger projects.•Problem solving skills; ability to drive through the product and the observations in simple plain language to the management for complex products.•Excellent written and verbal communication skills•Team player•Self-driven
