Junior Derivative Valuation Specialist

Your future team

Our team of valuation experts are specialized in quantitative analysis and the valuation of financial derivatives instruments along with other complex products and structures for banks and investment funds. The team works closely with our Audit & Assurance department. It provides, in the context of the audit of investments funds and credit institutions, derivatives valuations in respect of client’s portfolios.

Our team also provides quantitative expertise to the finance, banking and insurance industry sectors. This includes the review of valuation frameworks, policies and processes as well as gap analysis versus regulatory requirements, market practices and regulatory expectations.

• Calculate and report fair value of derivatives, reconciling with accounting records
• Work with a broad range of OTC derivatives (rates, FX, credit, equity, structured products, illiquid instruments, etc)
• Develop and apply quantitative models and IT solutions for derivative valuation and process improvement
• Design, implement, test, document and maintain valuation models, systems, policies and frameworks
• Conduct reviews, gap analyses and provide support on valuation topics, including regulatory requirements and internal reviews