Job Opportunities in Luxembourg

Your future team

Your next challenge

• Compute and report the fair value of derivatives, comparing versus accounting details
• Gain exposure to a wide range of OTC derivative products: Interest Rate, Cross-Currency and Inflation Linked Swaps, FX Forwards, Credit Default Swaps, Equity / Asset Swaps, Total Return Swaps, Various Options (Vanilla, Equity and Exotic) and Swaptions, Structured Products, Certificates, Volatility and Variance Notes, CDS Tranches, ABS/CLO/CDO, Loans, Illiquid Bonds and Notes
• Develop an expertise in modelling and analysis techniques used in the valuation of financial derivative instruments

• Bring your quantitative and IT expertise to bear on improvements to our proprietary valuation solutions
• Offer your expertise and market knowledge to steer the evolution of our quantitative framework
• Design, develop, implement, test, document and maintain our processes, models and systems
• Follow the latest quantitative techniques relevant to the asset management industry
• Reviews the valuation frameworks, policies and processes of external parties
• Gap analysis of regulatory requirements, market practices and regulatory expectations
• Provide support to the audit department on valuation topics

Your skills

• Hold a Master level in Finance, Engineering or Applied Mathematics with a strong willingness to develop an expertise in the financial sector
• Experience in the financial sector and knowledge of related regulations.
• Knowledge of financial instruments (bonds, shares, derivatives, funds, …)
• Have strong basics in derivatives pricing or mathematics
• Demonstrate solid programming skills in Matlab, Python, R or other language
• Have a passion for problem solving with excellent analytical skills
• Be a good team player while also showing an ability to work autonomously
• Agile, enthusiastic, results-oriented attitude and able to work within set deadlines
• Be fluent in English. French or German is considered an asset.
• Knowledge of the main Financial Information Providers (Bloomberg, Refinitiv,…) is a plus

Join us and...

• Develop your competencies with a tailor-made training plan
• Profit from our Global network for career opportunities
• Contribute to making an impact on our society, people and environment

What impact will you make?