Allianz·1 month ago
1 month ago
(Senior) Derivatives Valuation Specialist (f/m/d)
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About this role
Become part of our team as a (Senior) Derivatives Valuation Specialist, where you will design, calibrate, and govern quantitative valuation frameworks for OTC derivatives. You will lead model implementation and validation, collaborating with cross-functional teams. Ideal candidates bring extensive experience in derivatives valuation and strong coding skills.
Skills
- quantlib
- python
- valuation model implementation
- valuation controls
- regulatory valuation requirements
- german language skills
- sql
- model calibration
- ai techniques
- machine learning
- financial engineering
- volatility surface construction
- autonomous work
- c++
- quantitative finance
- model validation
- data analytics
- otc derivatives valuation
- curve construction
Company
Allianz
Frankfurt, Germany
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