Dein persönlicher KI-Karriere-Agent
(Senior) Derivatives Valuation Specialist(m/w/x)
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
- Englisch – fließend
- Deutsch – Grundkenntnisse
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
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(Senior) Derivatives Valuation Specialist(m/w/x)
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
- Englisch – fließend
- Deutsch – Grundkenntnisse
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
Gefällt dir diese Stelle?
BetaDein Career Agent findet täglich ähnliche Jobs für dich.
Über das Unternehmen
Allianz Global Investors
Branche
FinancialServices
Beschreibung
Allianz Global Investors is a leading global active asset manager focused on long-term value creation and sustainability.
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