Junior Analyst - Valuation of Financial Instruments

Sofia, Bulgaria

KPMG IT Service OOD is an IT service provider with a mission to digitalize the core business of the KPMG network member firms and their clients. We employ more than 400 people in Sofia and deliver the full spectrum of IT services to our clients, including SAP solutions, Software Engineering, Application & Platform Operations, Project management, Business Analysis, Cloud and Infrastructure, Data and Analytics.

Nowadays, we are expanding our capabilities to go beyond our IT expertise by partnering with other KPMG member firms in building teams, specialized in areas such as Quant Finance Valuation Services, Digital Compliance and other.

The role:

In the (Junior) Analyst role, you will be working on quantitative finance topics related to the valuation- and risk modelling of securities and OTC derivatives. You will follow emerging capital market developments and support KPMG in expanding our solutions to reflect these.

As a Junior Analyst you will focus on:

  • Derive a price for a wide range of financial instruments (e.g. options, swaps, structured notes) by means of applying established market models (e.g. Black Scholes, Hull White)
  • Perform quantitative analysis of financial instruments / portfolios
  • Decompose complex financial instruments by investigating their payoff structures
  • Develop and optimize our valuation methodologies and in-house modelling library for financial instruments and derivatives
  • Perform analysis and valuation of Asset Backed Securities by applying cash-flow modelling techniques
  • Apply mathematical theories, models, and techniques in real life projects (e.g., calculation of valuation adjustments for OTC Derivatives)
  • Assist with model validation for valuation and risk models  
  • Be a professional contact for our global clients
  • Deliver high quality and insightful reports by using state of the art D&A technologies

What you bring in:

  • Degree in mathematics, physics, finance, economics or a comparable degree in business economics or natural science with quantitative finance focus
  • Excellent command of English, writing and speaking
  • Advanced MS Excel skills
  • Good communication skills and confident appearance


  • Professional experience in the financial sector, particularly in evaluating fixed-income products and derivatives is an advantage
  • Knowledge and interest in standard market models e.g. Black-Scholes-, Hull-White- and local volatility models and their application is an advantage
  • Knowledge and interest in measure theory and stochastic integration is an advantage

Upon your start, you will receive:

  • Dedicated guidance and onboarding from an experienced mentor from the team
  • Extensive technical training programs customized to financial instruments and valuation related topics
  • Support with relevant industry-specific professional examinations and certification programs

What we offer:

  • The chance to work in a top talent team
  • Attractive remuneration
  • Build knowledge in cutting-edge technologies
  • Opportunity for continuous training and learning
  • Experience in an international and multicultural organization
  • Work on challenging projects with clients in various industries around the globe
  • Modern office environment
  • Additional health insurance
  • Life insurance
  • Free public transport card
  • Free sports facilities card
  • Hybrid working policy

If you are interested in further exploring this career opportunity, please send us your CV.

Only shortlisted candidates will be contacted.

Junior Analyst - Valuation of Financial Instruments

Job description

Junior Analyst - Valuation of Financial Instruments

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