Solactive AG
(Senior) Vice President - Fixed Income Index Structuring(m/w/x)
Full-timeWith HomeofficeSenior
Frankfurt am Main
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ALAllianz Global Investors
(Senior) Derivatives Valuation Specialist(m/w/x)
Frankfurt am Main
Full-timeWith Home OfficeSenior
Nejo AI Summary
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.
Requirements
- 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
Tasks
- 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
Work Experience
- 7 years
Education
- Master's degree
Languages
- English – Native
- German – Basic
Tools & Technologies
- C++
- Python
- QuantLib
- SQL
- AI
- Machine Learning
- Data Analytics
Benefits
Flexible Working
- Flexible work arrangements
- Hybrid model
- Flexible working hours
Retirement Plans
- Company pension/savings plans
Competitive Pay
- Company share purchasing plan
Mental Health Support
- Mental health and wellbeing programs
Career Advancement
- Career opportunities
Learning & Development
- Learning and development offerings
- Certifications
- Professional qualifications
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of Allianz Global Investors and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.
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ALAllianz Global Investors
(Senior) Derivatives Valuation Specialist(m/w/x)
Frankfurt am Main
Full-timeWith Home OfficeSenior
Nejo AI Summary
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.
Requirements
- 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
Tasks
- 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
Work Experience
- 7 years
Education
- Master's degree
Languages
- English – Native
- German – Basic
Tools & Technologies
- C++
- Python
- QuantLib
- SQL
- AI
- Machine Learning
- Data Analytics
Benefits
Flexible Working
- Flexible work arrangements
- Hybrid model
- Flexible working hours
Retirement Plans
- Company pension/savings plans
Competitive Pay
- Company share purchasing plan
Mental Health Support
- Mental health and wellbeing programs
Career Advancement
- Career opportunities
Learning & Development
- Learning and development offerings
- Certifications
- Professional qualifications
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of Allianz Global Investors and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.
Like this job?
BetaYour Career Agent finds similar jobs for you every day.
About the Company
Allianz Global Investors
Industry
FinancialServices
Description
Allianz Global Investors is a leading global active asset manager focused on long-term value creation and sustainability.
Not a perfect match?
- Solactive AG
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Full-timeWith HomeofficeSeniorFrankfurt am Main - Mercer Deutschland GmbH
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Full-time/Part-timeWith HomeofficeSeniorFrankfurt am Main, München, Düsseldorf, Stuttgart, Hamburg - Deutsche Bank
Capital Quantitative Strategist(m/w/x)
Full-time/Part-timeWith HomeofficeExperiencedFrankfurt am Main - Solactive AG
Vice President Equity Rebalancing(m/w/x)
Full-timeWith HomeofficeSeniorFrankfurt am Main - Mercer Deutschland GmbH
Senior Investment Consultant – Asset Liability Management (ALM)(m/w/x)
Full-time/Part-timeWith HomeofficeSeniorMünchen, Frankfurt am Main