H at Deloitte

Île-de-France, France

Not SpecifiedCompensation

Junior (1 to 2 years)Experience Level

Full TimeJob Type

UnknownVisa

Financial Services, Banking, Asset Management, Insurance, ConsultingIndustries

Position open to beginners (débutant)
Ability to work with financial institutions, primarily large ones
Knowledge or willingness to learn valuation models for vanilla and complex financial instruments across all underlyings (equity, FX, interest rates, credit, hybrids, commodities, etc.)
Familiarity with risk calculations and uncertainties in valuations
Understanding of XVA adjustments (CVA, DVA, FVA, ColVA, etc.)
Capability to analyze valuation parameters marking processes (IPV)
Experience or ability to review Front Office, Finance, or Risk processes on market activities (collateral management, margin calls, trade booking, P&L explain, etc.)
Knowledge of IFRS standards related to valuation
Awareness of Prudent Value missions

Review valuation models for vanilla and complex financial instruments across all underlyings (equity, FX, interest rates, credit, hybrids, commodities, etc.)
Perform counter-valuations of financial instruments, including developing valuation models for vanilla and exotic instruments and calculating associated risks
Conduct contradictory calculations related to risk estimates and valuation uncertainties
Review XVA valuation adjustments (CVA, DVA, FVA, ColVA, etc.)
Critically analyze valuation parameters marking processes (IPV)
Analyze Front Office, Finance, or Risk processes on market activities (collateral management, margin calls, trade booking, P&L explain, etc.)
In collaboration with Audit teams, verify correct application of IFRS standards related to valuation
Participate in Prudent Value missions
Occasionally, create cartographies of Front Office, Finance, or Risk processes on market activities
Interact with key stakeholders: Front Office and R&D team, Finance Direction, Risk Direction, Internal Audit, and General Inspection