Support KPMG with meeting the future challenges of our clients. Become inspired by the diversity of our topics - and together with us, make the difference. Become part of the iRADAR Financial Services Team, an expert team within KPMG focusing on quantitative topics such as the determination of fair value as well as valuation- and risk modelling of fincancial instruments and derivatives. Support us to expand our internally-developed solutions and use your knowledge to add value to our clients in the banking, asset management and insurance sectors. Join our team in Frankfurt am Main . Your challenge The quantitative analysis of financial instruments / portfolios as well as the decomposition and valuation of complex financial instruments Analysis and valuation of Asset Backed Securities by applying cash-flow modelling Develop and optimize our valuation methodologies and in-house modelling library for financial instruments and derivatives Calculation of valuation adjustments for OTC Derivatives (eg CVA/DVA) and application of prudent valuation principles Performance of model validation for valuation and risk models Work independently with varying teams and be a professional contact for our global clients Your skills Degree in (business) mathematics, (business) physics, or a comparable degree in business economics or natural science with quantitative focus Ideally professional experience in the financial sector, particularly in evaluating fixed-income products and derivatives Sound knowledge of standard market models e.g. Black-Scholes-, Hull-White- and local volatility models and their application as well as relevant market parameters Sound knowledge of measure theory and stochastic integration Excellent Excel skills Good programming skills in VBA, Python, C, C++, Java or similar programming language Excellent command of English Good communication skills and confident appearance Our offer Welcome to the team We support you with structured onboarding measures during the entire orientation phase, so that you can hit the ground running right from the start. Furthermore, your boss will specifically facilitate your professional and personal integration in the team. Diverse career prospects We place great value on the individual development of your professional and personal strengths: We take into account your own ambitions in structured development talks. Systematic and regular feedback talks help you achieve these objectives. As part of the global KPMG network, you have interesting career opportunities in Germany and abroad, and can thereby gain valuable insights into the diversity of our activities. Work-life balance We know that especially diversity and flexibility are necessary to drive innovation and ensure long-term success. Only in this way can we develop the best ideas and find truly innovative solutions. We offer flexible working hours, home working, time accounts and sabbaticals to provide a healthy work-life balance. Furthermore, we support you each month with up to four hours' time off so you can give back to the community. Initial & advanced training You continuously drive your development through regular training, workshops and advanced education. In addition, we help you pass professional exams and complete master's degrees. Our rotation programs allow you to work on a number of interdisciplinary tasks. These insights into the diverse work at KPMG help expand your horizon and cultivate collaborative synergies. The opportunities shown can vary slightly according to position and location. At KPMG, our work lies at an important intersection of business, the public sphere and society. For this reason, we seek people to join us in order to tackle future challenges and to engage in lifelong learning. Learn about graduate and career development opportunities at KPMG and the issues that drive us. Become part of our team, and together we will tackle the challenges that propel the business world. We look forward to receiving your application via email at firstname.lastname@example.org . Request further details from Kirsten Kronberg-Peukert at 0800 5764 562 (0800 KPMG JOB).