15m ago
Senior Software Engineer
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🏢On-site
|Petaling Jaya, Malaysiaapisqa_automationawsci/cd+6
Associate Consultant
KPMG Global Services | Finance | Accounting
Hybrid
Full Time
India, Gurugram, Frankfurt
Source not independently verified
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Job details
Proposed designation
Associate Consultant
Role type
Individual contributor
Reporting to
Manager
Geo to be supported
Germany
Work timings
9:00am to 5:30pm
Responsibilities
Roles and responsibilities
Conduct end to end independent quantitative valuation of portfolios comprising of fixed income and OTC derivatives.
Identification of issues and reporting the relevant valuation analysis.
Analyze deviations based on security and portfolio levels
Write completion memo and reporting slides for the engagements.
To undertake assignments with simple complexity instruments within the portfolio with minimal supervision from seniors.
Highlight key observations and discuss with the Manager.
Establish strong professional relationships with Frankfurt team members.
Undertake smaller and medium-sized assignments independently or assist in larger assignments reporting to a Manager or
Senior Manager.
Qualifications
This role is for you if you have the below
Educational qualifications
Must have Undergraduate degree in Engineering/Economics/Commerce/ Mathematics
CFA/FRM/CQF
Work experience
The candidate must have 1–2 years of relevant experience in a similar role, preferably with a Big 4 firm/professional service
firm/third-party KPO
Mandatory technical and functional skills
Product knowledge of various financial instruments such as Credit Derivatives, Interest Rate Derivatives, FX Derivatives,
Government and corporate bonds, Securitizations etc.
Proficiency in use of MS excel.
Experience on valuation tools provided by vendors such as Reuters, Super Derivatives, Bloomberg etc.
Preferred technical and functional skills
Strong quantitative and analytical skills related to discounted cash flow and option valuation models.
Knowledge of VBA, Python and Power BI.
Key behavioural attributes/requirements
Personal drive and positive work ethic to deliver results within tight deadlines and in demanding situations without compromising on
quality, and ethical standards and values
Flexibility to adapt to a variety of engagement types, working hours and work environments.
Credible record of operating as an independent contributor and also working as part of a team during larger projects.
Problem solving skills; ability to drive through the product and the observations in simple plain language to the management for
complex products.
Excellent written and verbal communication skills
Team player
Self-driven
Other information
Interview process: 3 rounds of Interview
Does the job role involve travelling: No
Does the busy season apply to this role?: Yes (From January to Mid March : 55-60 hours per week)
Required Skills
excelpower_bipythonvba
Required Languages
🇬🇧 English
Key competency: Finance