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.
Deine Benefits
Welcome to the team We support you with structured onboarding measures during the entire orientation phase so that you can hit the ground running right from the start. Furthermore, your superior will specifically facilitate your professional and personal integration into the team.
Diverse career prospects We place great value on the individual development of your professional and personal strengths: We take into account your own ambitions in structured development talks. Systematic and regular feedback talks help you achieve these objectives. As part of the global KPMG network, you have interesting career opportunities in Germany and abroad, and can thereby gain valuable insights into the diversity of our activities.
Work-life balance We know that diversity and flexibility are particularly necessary to drive innovation and ensure long-term success. Only in this way can we develop the best ideas and find truly innovative solutions. We offer flexible working hours, home working options, time accounts and sabbaticals to provide a healthy work-life balance. Furthermore, we support you each month with up to four hours' time off so you can give back to the community.
Further education and training You will continuously develop through regular training courses, workshops and professional development. In addition, we help you pass professional exams and complete master's degrees. Our rotation programmes allow you to work on a number of interdisciplinary tasks. These insights into the diverse work at KPMG help expand your horizon and cultivate collaborative synergies.
The benefits shown may vary slightly depending on the position and location.
Karrierestufe
Berufseinstieg
Beschäftigungsverhältnis
Vollzeit
Tätigkeitsbereich
Finanzwesen und Vertrieb
Branchen
Unternehmensberatung
Mit einer Empfehlung lassen sich Ihre Chancen auf ein Vorstellungsgespräch bei KPMG Deutschland verdoppeln.