Skip to content
Neuer Job?Nejo!

Dein persönlicher KI-Karriere-Agent

ALAllianz Global Investors

(Senior) Derivatives Valuation Specialist(m/w/x)

Frankfurt am Main
Vollzeitmit HomeofficeSenior

Valuing complex derivatives using VALF and C++/Python, enhancing methodologies through research. Advanced degree and 7+ years in quantitative finance, derivatives valuation, and coding required. Flexible hybrid work, company pension plan.

Anforderungen

  • Advanced university degree in financial mathematics, physics, financial engineering, statistics, computer science, or related field
  • More than 7 years of professional experience in valuation or risk function at asset manager or bank, with focus on quantitative finance and capital markets, and relevant academic research in financial engineering or stochastic modelling
  • Profound experience in valuation of complex derivatives, including hands-on model implementation, and understanding of market infrastructure and regulatory frameworks
  • Strong coding skills, practical experience in C++ and Python; experience with QuantLib is advantageous
  • Practical experience with relational databases and SQL
  • Ability to work independently on quantitative topics, flexibility to operate in collaborative team, and think beyond standard approaches
  • High commitment, motivation, reliability, ownership, and willingness to take responsibility in regulated and quality-driven environment
  • Fluency in spoken and written English is mandatory; good knowledge of German is advantageous
  • Experience with C++, Python, SQL, AI and Machine Learning, Data Analytics

Aufgaben

  • Value complex assets using proprietary VALF and accepted methodologies
  • Enhance valuation methodologies through research and implementation
  • Develop and improve VALF and its pricing library in C++ and Python
  • Design and apply quantitative quality assurance frameworks
  • Collaborate with Risk Management, Compliance, and Portfolio Management
  • Design and improve pricing routines and procedures
  • Support model validation activities and input data analysis
  • Contribute to new product processes with valuation expertise
  • Represent Valuation function in Valuation Committees

Berufserfahrung

  • 7 Jahre

Ausbildung

  • Master-Abschluss

Sprachen

  • Englischfließend
  • DeutschGrundkenntnisse

Tools & Technologien

  • C++
  • Python
  • QuantLib
  • SQL
  • AI
  • Machine Learning
  • Data Analytics

Benefits

Flexibles Arbeiten

  • Flexible work arrangements
  • Hybrid model
  • Flexible working hours

Betriebliche Altersvorsorge

  • Company pension/savings plans

Attraktive Vergütung

  • Company share purchasing plan

Mentale Gesundheitsförderung

  • Mental health and wellbeing programs

Karriere- und Weiterentwicklung

  • Career opportunities

Weiterbildungsangebote

  • Learning and development offerings
  • Certifications
  • Professional qualifications
Die Originalanzeige dieses Stellenangebotes in der aktuellsten Version findest du hier. Nejo hat diesen Job automatisch von der Website des Unternehmens Allianz Global Investors erfasst und die Informationen auf Nejo mit Hilfe von KI für dich aufbereitet. Trotz sorgfältiger Analyse können einzelne Informationen unvollständig oder ungenau sein. Bitte prüfe immer alle Angaben in der Originalanzeige! Inhalte und Urheberrechte der Originalanzeige liegen beim ausschreibenden Unternehmen.

Gefällt dir diese Stelle?

Beta

Dein Career Agent findet täglich ähnliche Jobs für dich.


  • Solactive AG

    (Senior) Vice President - Fixed Income Index Structuring(m/w/x)

    Vollzeitmit HomeofficeSenior
    Frankfurt am Main
  • Mercer Deutschland GmbH

    Senior Investment Consultant – Quantitative Investments(m/w/x)

    Vollzeit/Teilzeitmit HomeofficeSenior
    Frankfurt am Main, München, Düsseldorf, Stuttgart, Hamburg
  • Mercer Deutschland GmbH

    Senior Investment Consultant – Asset Liability Management (ALM)(m/w/x)

    Vollzeit/Teilzeitmit HomeofficeSenior
    München, Frankfurt am Main
  • Solactive AG

    Vice President Equity Rebalancing(m/w/x)

    Vollzeitmit HomeofficeSenior
    Frankfurt am Main
  • Deutsche Bank

    Capital Quantitative Strategist(m/w/x)

    Vollzeit/Teilzeitmit HomeofficeBerufserfahren
    Frankfurt am Main
Alle 100+ ähnlichen Jobs ansehen

Nejo ist eine KI – Ergebnisse können unvollständig sein oder Fehler enthalten