Jobangebot connecticum Job-1701782

(Junior) Specialist Financial Modelling and Valuation (w/m/d)

KPMG AG Wirtschaftsprüfungsgesellschaft

Jobdatum: 12. Oktober 2024

Einstiegsart: Direkteinstieg, Senior
Einsatzort: Frankfurt am Main; Hessen
Jobdetails

Info zum Arbeitgeber

KPMG AG Wirtschaftsprüfungsgesellschaft

Wirtschaftsprüfung, Steuerberatung und Consulting

Firmensprache

Deutsch

Gründungsjahr

1890

Mitarbeiter

100.000+

Kontakt

Recruiting-Team
Kirsten Kronberg-Peukert
Klingelhöferstr. 18
10785 Berlin
E-Mail: recruiting@kpmg.com
Tel.: 0800 5764 562

Homepage
www.kpmg.de

Karriere-Website
karriere.kpmg.de/

(Junior) Specialist Financial Modelling and Valuation (w/m/d)
Standorte: Frankfurt
Karrierelevel: Graduates
Anstellungsart: Permanent position in full time or almost full time

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.

Deine Aufgaben
  • 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.
  • Work independently with varying teams and be a professional contact for our global clients.
Dein Profil
  • 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.

Info zum Arbeitgeber

KPMG AG Wirtschaftsprüfungsgesellschaft

Wirtschaftsprüfung, Steuerberatung und Consulting

Firmensprache

Deutsch

Gründungsjahr

1890

Mitarbeiter

100.000+

Kontakt

Recruiting-Team
Kirsten Kronberg-Peukert
Klingelhöferstr. 18
10785 Berlin
E-Mail: recruiting@kpmg.com
Tel.: 0800 5764 562

Homepage
www.kpmg.de

Karriere-Website
karriere.kpmg.de/

Info zur Bewerbung
Jobtitel:

(Junior) Specialist Financial Modelling and Valuation (w/m/d)

Jobkennzeichen:
connecticum Job-1701782 / 11606
Bereiche:
BWL
Wirtschaftswissenschaften: BWL, BWL-Banken, Wirtschaftswissenschaften, allg.
Einsatzort: Frankfurt am Main; Hessen
Jobdetails Bewerbungsformular

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