Part-Qualified Valuations Specialist, 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 Part-Qualified Valuations Specialist who will join our Financial Services Audit practice. As part of the newly established Financial Instruments team, the role involves the Fair Value Calculation of different types of financial instruments.

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 f 2-3 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;
Exposure to the different hedge accounting models for corporates and financial institutions will be taken into consideration;
Calculation of hypothetical derivatives and effectiveness test will be taken into consideration.

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

Responsibility for a portfolio of valuation/hedge accounting clients in the investment management, leasing, insurance, banking and retail sectors;
Planning of valuation/hedging accounting 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;
•Relocation assistance for those looking to move to Ireland.

KPMG Audit Practice

Our audit practice is one of the leading audit practices in Ireland and comprises of 26 partners and a team of over 700 staff. Our clients operate across all industry sectors, including Financial Services, Manufacturing, Retail, Energy, Aviation, IT and Pharmaceutical. We are the No. 1 provider of audit services in Ireland in a number of these sectors.

Our audit professionals combine extensive knowledge with a detailed understanding of various industry sectors so we bring a wealth of knowledge and experience to bear on each audit assignment we undertake. We continually invest in developing our industry knowledge through our client work as well as ongoing training and development of our people