Job Opportunities in Luxembourg


October 22, 2024

Deloitte

Luxembourg

INTERN


Trainee in the Derivative Valuation Team (m/f)

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.
Your next challenge
  • Assist in computing and reporting the fair value of derivatives, and compare 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
  • Learn and develop expertise in the modelling and analysis techniques used in the valuation of financial derivative instruments
  • Contribute market knowledge and insights to support the evolution of our quantitative framework
  • Assist in designing, developing, implementing, testing, documenting and maintaining our processes, models and systems
  • Follow the latest quantitative techniques relevant to the asset management industry
  • Review the valuation frameworks, policies and processes of external parties under supervision
  • Conduct gap analysis of regulatory requirements, market practices and regulatory expectations
  • Provide support to the audit department on valuation topics


Your skills
  • Currently pursuing a Master’s degree in Finance, Engineering or Applied Mathematics with a strong willingness to develop an expertise in the financial sector
  • Knowledge and interest in the financial sector and related regulations would be a strong asset.
  • Familiarity with financial instruments (bonds, shares, derivatives, funds, …)
  • Have strong foundational understanding of derivatives pricing or mathematics
  • Basic 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?


Every day, your work will make an impact that matters, while you thrive in a dynamic culture of inclusion, collaboration and high performance. Deloitte is where you will find unrivalled opportunities to succeed and realize your full potential.
Our global standards enable us to deliver consistent, exceptional services across the globe, whilst continuously developing our Talents.

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