Assistant Manager, Pricing Centre, Audit and Assurance

Deloitte LLP; London; Hybrid; GBP 50,000 - 70,000; Full time

Job summary

Join the Pricing Centre at a leading company, where you will handle valuation requests and perform fair value calculations across various financial instruments. This role requires strong analytical skills and knowledge of OTC derivatives, with opportunities for growth in a supportive environment.

Qualifications

• Experience in financial instrument valuation or equivalent.
• Strong understanding of OTC derivatives.
• Ability to communicate complex topics succinctly.

Responsibilities

• Valuing financial instruments and preparing documentation.
• Replicating trade structures in valuation tools.
• Investigating valuation differences and performing sensitivity analysis.

Skills

Analytical

Problem-Solving

Communication

Education

Experience in Financial Services

Tools

VBA

MATLAB

Python

SQL Server

Tableau

PowerBI

Qlikview

Bloomberg

ICE SD

Refinitiv

Job description

The Pricing Centre, as part of the Audit & Assurance Group, provides valuation support to Deloitte’s North-South Europe (NSE) audit practice as well as delivering assurance engagements across industries and jurisdictions. The Pricing Centre performs fair value calculations and assessment of valuation controls across product types and asset classes, from vanilla bonds through to complex OTC derivatives, as well as a structured finance focused sub-group.

Connect to your career at Deloitte

Deloitte drives progress. Using our vast range of expertise, we help our clients become leaders wherever they choose to compete. To do this, we invest in outstanding people. We build teams of future thinkers, with diverse talents and backgrounds, and empower them all to reach for and achieve more.

Our Values

What brings us all together at Deloitte? It’s how we approach the thousands of decisions we make every day. How we behave, our beliefs, and our attitudes. In other words: our values. Whatever we do, wherever we are in the world, we lead the way, serve with integrity, take care of each other, foster inclusion, and collaborate for measurable impact. These five shared values guide our decisions and actions, helping us deliver impact where it matters most.

Connect to your opportunity

As a member of the Pricing Centre, you will handle valuation requests from across the firm and assurance clients. Valuations are performed using a combination of internally developed and externally purchased tools, along with market data.

The role involves:

1. Valuing financial instruments and preparing detailed support documentation.
2. Replicating trade structures in valuation tools.
3. Assessing and utilizing relevant market data.
4. Investigating valuation differences, including sensitivity analysis.
5. Engaging with client staff to understand valuation methodologies.
6. Discussing valuation results with senior Deloitte stakeholders.
7. Creating bespoke pricing tools.
8. Performing model validation exercises.

Connect to your skills and experience

The ideal candidate will have:

• Experience in the financial services sector with practical knowledge of financial instrument valuation or equivalent.
• Strong understanding of OTC derivatives (Equity, Fixed Income, FX, Interest Rate, Credit).
• Ability to communicate complex topics succinctly.
• Good technical, analytical, and problem-solving skills.
• A genuine interest in Financial Markets.

Additional useful skills include:

• Programming skills in VBA, MATLAB, or Python.
• Experience with SQL Server, Tableau, PowerBI, or Qlikview.
• Previous use of third-party tools like Bloomberg, ICE SD, Refinitiv, etc.

Connect to your business - Audit & Assurance

We recognize that success is not just about numbers but also about the collective thinking and innovation of our people. We are redefining the future of audit and invite you to join us.

Assurance

Our assurance practice helps organizations build trust through independent reviews of financial, operational, and compliance reporting, ensuring resilience and transparency.

Personal Independence

Regulations require adherence to personal independence standards, which may restrict certain financial interests or employment relationships with audit clients. Further details will be provided during the recruitment process.

Connect with your colleagues

Our culture encourages authenticity and diversity, with stories from team members highlighting rewarding experiences and career growth.

Our hybrid working policy

Based in London with flexible hybrid working arrangements, supporting work-life balance and collaboration.

Connect to your return to work opportunity

Support is available for those returning after a career break of two years or more, including coaching and transition assistance.

Our commitment to you

We foster a supportive environment that promotes growth, wellbeing, and the opportunity to make an impact aligned with your values and strengths.

Connect to your next step

A career at Deloitte offers growth opportunities aligned with your aspirations. Discover more at deloitte.co.uk/careers