Summary
Position Summary
Function
Audit & Assurance
Service Line
Audit – Valuation and Analytics
Job Level
Consultant
Specific Skill Set Required
Exposure to Derivatives, Fixed Income instruments,Private Debt, MBS, ABS, CLOs, Energy & Commodities, probability, statistics and risk management.Familiarity with analytical and visualization software packages/tools/languages (i.e. Python , SAS, R, SQL, Power BI, Python, Visual Basic).
Graduation
Financial Engineering/ Quantitative Finance/BE/ BTech/ MBA(Finance)/ Statistics
Professional qualification
CFA/ FRM
Work Experience
2 – 4 yearsThe key job responsibilities include the following:
- Serve as a team member for Valuation & Analytics practice. The work will focus on independent pricing of financial instruments, building and executing data analytics to support audit objectives, using vendor data and tools such as Capital IQ, Refinitive Eikon, Markit, Superderivatives, FinMechanics etc.
- Serve as a team member on engagements where responsibilities include detailed execution of valuation and modeling projects and documentation of modeling methodologies and results.
- Preparing audit documentation of valuations.
- Ability to collaborate with audit teams across companies of all sizes and across multiple industries.
- Handling price challenges from the audit team and ability to explain difficult financial modeling/valuation concepts to diverse audiences and to experts at various clients
- Responsible for building and managing relationships and communications with audit team members.
The Key Skills Required
- Strong undergraduates with engineering/ mathematics and statistics background and/or relevant work experience in financial services and capital markets would be considered. Additionally candidates with background in probability and statistics with CFA/ FRM/PRM would be preferred.
- Background in financial derivatives, structured products and energy and commodities including detailed knowledge of valuation model and techniques is a plus.
- Experience with handelling large data set for Interest rates, Fx, Credit and Equity from different market vendors is a plus.
- Strong analytical and computer skills including experience with quantitative analysis technical tools and techniques such as Refinitive, Markit, Capital IQ, Bloomberg, Monte-Carlo Simulation tools such as Crystal Ball and @Risk, FinCAD, Numerix, Savysoft TOPS, Principia, Super Derivatives, are a plus.
- Background in mathematical finance at the level of a Master's level degree in Mathematical Finance, Mathematics of Finance, Financial Engineering or Quantitative Finance is a strong plus.
- Experience with programming laguages including SAS, Python and R is highly desired.
- Familiarity with financial markets, financial instrument valuation (including derivatives and structured products), trading, deal structuring or risk management is desired.
- Experience with Asset Liability Management (ALM) or Counterparty Valuation Adjustment (CVA) is a plus.
- Experience with SPAN/clearing/margin models is a plus.
- Personal characteristics should include: presentation, consulting, project management, client, and training / mentoring skills; strong presence, good communication and interpersonal skills; conceptual and quantitative depth in valuation methodologies and concepts and underlying markets and models.
- Ability to explain difficult financial modeling/valuation concepts to diverse audiences and to experts at various clients.
- Related consulting experience is a plus.
Our purpose
Deloitte’s purpose is to make an impact that matters for our people, clients, and communities. At Deloitte, purpose is synonymous with how we work every day. It defines who we are. Our purpose comes through in our work with clients that enables impact and value in their organizations, as well as through our own investments, commitments, and actions across areas that help drive positive outcomes for our communities.
Our people and culture
Our inclusive culture empowers our people to be who they are, contribute their unique perspectives, and make a difference individually and collectively. It enables us to leverage different ideas and perspectives, and bring more creativity and innovation to help solve our clients' most complex challenges. This makes Deloitte one of the most rewarding places to work.
Professional development
At Deloitte, professionals have the opportunity to work with some of the best and discover what works best for them. Here, we prioritize professional growth, offering diverse learning and networking opportunities to help accelerate careers and enhance leadership skills. Our state-of-the-art DU: The Leadership Center in India, located in Hyderabad, represents a tangible symbol of our commitment to the holistic growth and development of our people. Explore DU: The Leadership Center in India .
Benefits To Help You Thrive
At Deloitte, we know that great people make a great organization. Our comprehensive rewards program helps us deliver a distinctly Deloitte experience that helps that empowers our professionals to thrive mentally, physically, and financially—and live their purpose. To support our professionals and their loved ones, we offer a broad range of benefits. Eligibility requirements may be based on role, tenure, type of employment and/ or other criteria. Learn more about what working at Deloitte can mean for you.
Recruiting tips
From developing a stand out resume to putting your best foot forward in the interview, we want you to feel prepared and confident as you explore opportunities at Deloitte. Check out recruiting tips from Deloitte recruiters.Requisition code: 310006
