Financial Instrument Valuation & Market Risk Modeling - Specialist Leader
We are looking for professionals with technical finance and client service skills to join our dynamic and growing Valuation & Modeling practice. Our team offers a range of consulting services in the areas financial instrument valuation, modeling, model development, model validation, risk management, and valuation and model governance. If you're interested in helping clients navigate through topical challenges from regulatory to operational initiatives, then our team is the right place for you. With hands on experience you will have an opportunity to serve as a valued advisor to our clients across various industries.
Work you'll do
As a Specialist Leader in our Valuation & Modeling team you will:
- Provide valuation and modeling expertise related to derivatives, fixed income, equity and other complex financial instruments to both internal and external clients
- Provide services related to quantitative modeling, model review and model validation
- Assume responsibility for managing engagements; manage as well as execute valuation and modeling engagements
- Assist, review and mentor junior team members with their deliverable responsibilities
- Exercise professional judgment on engagements by providing proactive solutions and recommendations
- Work closely with and provide subject matter assistance to audit engagement teams
- Mentor staff, evaluate performance and communicate performance feedback
- Maintain effective communications with clients and teams to ensure client satisfaction
- Provide technical assistance and financial modeling expertise to non-technical clients and internal teams
- Present to internal and external audiences
- Build and broaden industry knowledge to support organization and function initiatives by participating in local and national training programs
- Recognize, communicate and lead opportunities to develop new business to clients
Working across industry sectors, from law firms to government agencies, we bring deep experience in valuing, modeling and analyzing business interests and their underlying assets, including real estate, fixed assets, intellectual property and complex financial instruments. We have a highly-specialized approach connected with a deep understanding of our clients businesses and markets, which enables us to provide insights related to the full spectrum of business transactions from mergers and acquisitions to litigation and disputes. This allows us to help our clients identify opportunities for growth and long-term advantage. Learn more about Deloitte Advisory's Valuation practice
- Strong Background in Mathematical Finance with a Bachelor's degree or higher in Mathematical Finance, Mathematics of Finance, Financial Engineering, Quantitative Finance or related field
- 6+ years of relevant work experience (pricing, risk management, data analysis and quantitative modeling, model development and in-depth knowledge/exposure to pricing methods and forecasting models)
- Experience with derivatives finance, including detailed knowledge of derivatives theory and securities pricing and financial instrument types and structures
- Technical Qualifications (Minimum of 2):
- Understanding of financial instrument valuation concepts and techniques
- Understanding of statistics or econometrics concepts and techniques
- Understanding of risk management concepts and techniques (credit risk; market risk; operational risk; model risk)
- Knowledge of banking regulations (e.g. FRB, OCC, CCAR)
- Understanding of Financial Services industry operations and processes, such as trading, banking, clearing, or insurance
- Strong analytical and Microsoft suite skills (Word, Excel, PowerPoint)
- Strong problem solving and organization skills
- Ability to explain difficult financial modeling and valuation concepts to diverse audiences
- Demonstrated ability to proactively identify client needs and develop solutions
- Ability to multi-task and communicate effectively with clients and staff in consultative settings
- Demonstrated track record of team leadership and project management
- Experience coaching and mentoring staff
- Ability and willingness to travel up to 100%
- Related consulting experience
- PhD or Master's degree in Mathematical Finance, Mathematics of Finance, Financial Engineering, Quantitative Finance or related field
- Related certifications: CPA, CIA, CFA, CA, CCA, CMA, CAIA or FRM
- Experience with SAS, MatLab, R, Python, NumeriX, Bloomberg; FinCAD, Monte-Carlo Simulation tools such as Crystal Ball and @Risk
- Experience with Asset Liability Management (ALM) or Counterparty Valuation Adjustment
How you'll grow
At Deloitte, our professional development plan focuses on helping people at every level of their career to identify and use their strengths to do their best work every day. From entry-level employees to senior leaders, we believe there's always room to learn. We offer opportunities to help sharpen skills in addition to hands-on experience in the global, fast-changing business world. From on-the-job learning experiences to formal development programs at Deloitte University, our professionals have a variety of opportunities to continue to grow throughout their career. Explore Deloitte University, The Leadership Center.
At Deloitte, we know that great people make a great organization. We value our people and offer employees a broad range of benefits. Learn more about what working at Deloitte can mean for you.
Our positive and supportive culture encourages our people to do their best work every day. We celebrate individuals by recognizing their uniqueness and offering them the flexibility to make daily choices that can help them to be healthy, centered, confident, and aware. We offer well-being programs and are continuously looking for new ways to maintain a culture where our people excel and lead healthy, happy lives. Learn more about Life at Deloitte.
Deloitte is led by a purpose: to make an impact that matters. This purpose defines who we are and extends to relationships with our clients, our people and our communities. We believe that business has the power to inspire and transform. We focus on education, giving, skill-based volunteerism, and leadership to help drive positive social impact in our communities. Learn more about Deloitte's impact on the world.
We want job seekers exploring opportunities at Deloitte to feel prepared and confident. To help you with your interview, we suggest that you do your research: know some background about the organization and the business area you're applying to. Check out recruiting tips from Deloitte professionals.
Requisition code: E18NATESRMSK003-MRM
See Inside the Office of Deloitte
One of the largest professional services organizations in the U.S., Deloitte delivers innovative solutions to the complex business problems facing companies around the world. Deloitte offers rewarding careers in four businesses—audit, tax, consulting, and financial advisory. Widely recognized for its inclusion initiatives, Deloitte is committed to building a workplace environment that allows people from all generations, ethnicities, and cultures to be their authentic selves.
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