(Senior) Valuation Specialist (f, m, d)
We are seeking to hire two Valuation Specialists in Frankfurt to join our team. Your role will involve valuation, development and insight in quantitative model valuation framework of various types of complex derivative and non-derivative financial instruments. You will have a good mix of collaboration with different functions such as Risk and Investment and a strategic dimension to support the further growth of AllianzGI’s Alternatives business and to drive excellence in the valuation of illiquid and structured products.
## Mark-to-Model valuation of illiquid structured fixed income investments as well as linear and nonlinear equity and fixed income complex exotic derivatives applying advanced pricing tools (e.g. internal pricing engine) based on widely accepted valuation techniques~crlf~## Continuously optimize and develop the valuation framework including valuation model techniques, machine learning algorithms as well as its subsequent implementation and maintenance~crlf~## Validate models including input data analysis and evaluate the adequacy of the models and valuation techniques applied~crlf~## Cooperate closely with portfolio management and risk functions as well as external partners on valuation matters~crlf~## Set-up and improve continuously operational processes and procedures with regard to pricing routines, especially with focus on the requirements within the related regulatory framework, e.g. AIFMD~crlf~## Participate in new product approval processes with respect to the valuation of new asset classes.~crlf~
## Advanced university degree in (financial) mathematics, physics, financial engineering, computer science or economics/business administration with strong focus on quantitative finance~crlf~## Several years' working experience in the field of quantitative finance with deep understanding of capital markets, ideally in the valuation function~crlf~## Profound experience with valuation techniques and model implementation as well as certifications such as CQF, FRM or CFA~crlf~## Strong programming skills with long term practical experience in one or more of C++, Python, SQL or other object-oriented languages~crlf~## Knowledge of QuantLib or machine learning frameworks (e.g. TensorFlow) is a plus~crlf~## Ability to work independently and flexibly in a team environment and to think out of the box~crlf~## Pronounced problem solving skills and an analytic way of thinking.~crlf~## High commitment, motivation, reliability, attention to detail and willingness to take on responsibility~crlf~## Fluency in spoken and written English, knowledge of German would be a plus
This job offer is in full-time and permanent.
Allianz is the home for those who dare – a supportive place where you can take the initiative to grow and to actively strengthen our global leadership position. By truly caring about people – both its 85 million private and corporate customers and more than 142,000 employees – Allianz fosters a culture where its employees are empowered to collaborate, perform, embrace trends and challenge the industry. Our main ambition is to be our customers’ trusted partner, instilling them with the confidence to grow. If you dare, join us at Allianz Group.~crlf~~crlf~Allianz is an equal opportunity employer. Everybody is welcome, regardless of other characteristics such as gender, age, origin, nationality, race or ethnicity, religion, disability, or sexual orientation.
Allianz Global Investors is a leading active asset manager with over 770 investment professionals in 25 offices worldwide and managing EUR 535 billion in assets for individuals, families and institutions.
Active is how we create and share value with clients. We believe in solving, not selling, adding value beyond pure economic gain. We invest long-term, drawing upon our broad and innovative investment expertise, and leveraging resources globally to ensure a superior client experience wherever they are based and whatever their investment needs.~crlf~Active is: Allianz Global Investors~crlf~~crlf~You are committed to creating value for our clients so that they can meet their financial objectives throughout their lives. You embrace a collegial culture based on strong values, take individual responsibility, and are dedicated to mastering challenging tasks. You aspire to make an impact in a diverse, international, technology-enabled and increasingly agile environment. If you feel inspired to elevate the active asset management experience, this is the place for you since,~crlf~Active is: Allianz Global Investors.~crlf~~crlf~
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