Description
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
Robust 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