Senior / Manager – Financial Instruments, KPMG, Dublin

Do you have a Quantitative Finance background, and work experience in a Financial Instruments or Valuations role?
Are you interested qualifying as a Chartered Financial Analyst, or already undergoing your studies?
Are you interested in joining a firm that delivers award winning training and opportunities for career progression?

We are currently seeking to hire a Valuations Specialist who will join our Financial Services Audit practice. As part of the newly established KPMG Financial Instruments team (KFI), an expert team within KPMG focusing on quantitative topics such as the determination of fair value as well as valuation- and risk modelling of financial instruments and derivatives.

We ideally need you to have the following:

Relevant third level degree (2.1 minimum) in finance or related field, Quantitative Finance would be desirable;
Minimum of 3/4 years’ work experience in a related field;
Good mathematical and numerical skills;
Experience with the valuation of OTC Products - Vanilla interest rate swaps, FX forwards, cross currency swaps, interest options, inflation deals, basis swaps, credit default swaps and commodities deals;
Experience with more complex OTC will be taken into consideration;
Calculation of XVA Adjustments (CVA/DVA/FVA) will be taken into consideration;
Experience with pricing software’s (Bloomberg, Reuters, FINCAD, Phyton, R);
IFRS knowledge.

Your work will be varied. Below will be some of your core responsibilities:

Responsibility for a portfolio of valuation clients in the investment management, leasing, insurance, banking and retail sectors;
Analysis and valuation of financial instruments and derivatives relating to their fair value as well as the quantification of their risk;
Planning of valuation work – timing, staffing and structure;
Liaising closely with clients and audit teams in relation to planning and closing meetings, and discussing business developments generally;
Ensure accurate and timely processing of asset pricing in accordance with agreed internal pricing process;
Understand the theoretical and technical nature of all major investment types;
Liaising with clients on a regular basis to obtain pricing data;
Production of pricing reports to be distributed to audit teams;
Assisting other team members with OTC valuations;
Perform price exception validation ensuring data/ price exceptions are followed up and resolved in a timely manner.

We offer more than just a career opportunity:

Excellent opportunity for progression, and the opportunity to gain Chartered Financial Analyst qualification;
An in-house award winning team of training specialists who will help you achieve your career goals;
Diverse training programme to promote transfer of sector-specific knowledge and interdisciplinary skills;
Flexibility in the form of variable working time models and provision of technical equipment for location independent working;
Relocation assistance for those looking to move to Ireland.