Join Deloitte's Audit and Assurance Team
We are seeking a highly motivated individual with significant experience in quantitative finance and derivative valuation to join our team.
About the Role
The successful candidate will be responsible for:
* Valuing financial instruments and preparing detailed workings supporting the valuation
* Replicating trade structures in valuation tools
* Collating, assessing and using relevant market data
* Investigation of valuation differences e.g. performing sensitivity analysis
* Discussion with client staff to understand their valuation methodologies and inputs
* Discussion with senior Deloitte stakeholders on the results of valuation work
* Creation of bespoke pricing tools
* Performing model validation and related exercises
About You
To be considered for this role, you should have:
* A minimum 2.1 degree qualification in one of Mathematics, Engineering, Physics, Actuarial or Quantitative Finance
* Significant experience in quantitative finance and derivative valuation
* Advanced analytical skills with demonstrable knowledge of quantitative finance models and pricing techniques (e.g. Monte Carlo, Tree models)
* Ability to manage and oversee the work of more junior colleagues
* Proficient in Excel and VBA (or other coding languages)
* Strong problem-solving ability allied with high attention to detail
* Excellent communication and interpersonal skills and a high level of written and spoken English
* Ability to work in a dynamic environment and to deliver on strict deadlines on time
What We Offer
Deloitte offers a competitive reward package that supports our purpose and enables our people to never stop growing.
Our ambition is to achieve gender equality and enable continuous growth.
We offer a range of benefits including health and well-being, pension, savings, training, coaching and enhanced leave options.