Junior Traded Securities and Derivatives Valuations Analyst

We are currently growing our Valuations capabilities and are looking to hire a Junior Valuations Analyst to join our Valuations department in Amsterdam. The Valuations department is part of a wider Pricing & Risk Services practice.

Key Responsibilities

The role is to support fresh client demand focused on delivering regulatory and accounting requirements related to valuation risks of traded securities and derivatives. The key focus will be on supporting a wider team to ensure the successful and timely delivery of one or multiple workstreams in the project, which will be aligned to committed regulatory & internal deadlines. A high-level overview of these workstreams is presented below:

• Designing, implementing, and maintaining a compliant fair and prudent valuation framework and governance for all Fair Value books.
• Designing and implementing the framework to assess the observability, accuracy and uncertainty of market data used as input in valuation activities, as well as monitoring and analyzing the results from these assessments and propose different market data sources when required.
• Development, implementation and roll-out of IPV & Valuation Adjustment models (such as market price uncertainty, close-out costs, concentrated positions, future administrative costs, etc), as well as ensuring appropriate model risk management for these models, in line with internal and regulatory requirements.
• Development, implementation and roll-out of other fair valuation related activities, such as Fair Value Hierarchy, Day One P&L or new product initiatives where valuation modelling requirements/implications should be addressed and followed up.

Requirements

• University degree in Finance/Economics/Econometrics or other science subjects
• Interest/affinity with Finance on one (or more) of the Valuation workstreams described above. Preferably with an understanding of IFRS Fair Value and Prudent Valuation regulation requirements and/or some previous experience in the subject.
• Basic understanding of the valuation and risks of financial markets products, preferably with experience in one or more business lines (Equity, FX, Credits, Interest Rates, Commodities, XVA).
• Ability to handle large datasets for analysis purposes and proficient Excel usage. Preferably with some programming knowledge using SQL, Python and/or VBA.
• Ability/interest in documenting & implementing methodology requirements in both tactical and strategic IT solutions.
• Ability to engage and manage expectations of stakeholders in large complex programs.

How We Work:

Delta Capita is an equal opportunity employer. We positively encourage applications from suitably qualified and eligible candidates regardless of age, colour, disability, national origin, ancestry, race, religion, gender, sexual orientation, gender identity and/or expression, veteran status, genetic information, or any other status protected by applicable law.

We will ensure that individuals with disabilities are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment. If you require any reasonable adjustments through your interview process, please use the designated space within the application questionnaire.

This is a permanent full-time position located in Amsterdam. As the selection and interview process is ongoing, please submit your application in English as soon as possible, if your profile is selected, a member of our team will contact you within 4 weeks. For this role a valid working permit for the UK is mandatory.

Expectations regarding hybrid working: As we are a Service Provider and Consulting firm servicing clients, our policy for physically working from the office (which may be the client’s offices or our own offices depending on the client) aligns to what our client’s policies and expectations are and these vary. Most of our client’s now require a minimum of 3 days per week in the office, 2 days from home, and accordingly this is also the minimum expectation that Delta Capita require.

Who We Are:

Delta Capita Group is a global managed services, consulting and solutions provider with a unique combination of experience in Financial Services and technology innovation capability. Our mission is to reinvent the financial services value chain providing technology based mutualized services for financial institutions for non differentiating services.

Our 3 offerings are:

• Managed Services

• Consulting & Solutions

• Technology

To know more about Delta Capita and our culture click here: Working at DC - Delta Capita.