FundRock is a Pan-European leading independent UCITS management company and AIFM (Alternative Investment Fund Manager). Our clients are established blue-chip companies and leaders in their domestic market.
We invest in our people, enabling you to develop your skills and build on your experience.
If you like the idea of working for an ambitious and growing company, as part of a multicultural team, we are the place for you.

Job Specification

• Challenge and validate financial models for the valuation of

  • complex exotic OTC derivatives and strategies (such as various types of swaps (dispersion, variance, correlation, CMS) or options/ option strategies (dual digital, dispersion, CMS, volatility straddle);

  • private equity, venture capital and debt investments;

• Regularly validate

  • counterparty valuations for such complex financial derivatives and

  • valuation recommendations or valuation reports for asset classes like private equity or venture capital

under tight fund deadlines;

• Analyse events (corporate or other) with regards to valuation, such as restructurings or special market developments;

• Prepare the back testing for target fund investments and analyse deviations between the audited financial statement and the corresponding capital account statemen as part of the audit process;

• Prepare and present proposals for valuation decisions to the valuation committee including senior management;

• Monitor the fund’s compliance with relevant laws, regulations and fund documentation;

• Build bridges to clients and external parties like auditors or valuation service providers and communicate internally with all levels of the company to effectively achieve goals and meet expectations;

• Contribute efficiently to new projects such as the onboarding of new clients.

Skills Required

• At least 5 years of professional experience in a comparable role, eg in an asset management or a big4 company, corporate finance, deal or risk advisory;

• Background in a preferably quantitative discipline, eg master in mathematics, physics, engineering, econometrics;

• Excellent understanding of mathematical finance and financial modelling skills;

• Very strong command of ICE/SuperD GUI to set up complex OTC derivatives, Refinitiv, Bloomberg including Bloomberg Pricers; S&P Capital IQ

• Team spirit and communication skills including a critical mindset;

• Flexibility and ability to manage various tasks under tight deadlines;

• Excellent understanding of the regulatory, valuation and accounting environment in Luxembourg for alternative asset managers (eg AIFM Directive resp. CDR 231/2013, CSSF 18/698, IFRS, CSA Valuation);

• Strong command of Microsoft Excel and Word;

• English proficiency; additional languages, especially German and French are considered an asset

As a vital team member and in return for your expertise, inclusive approach and commitment, we'll provide a favourable salary and the chance to join a passionate and welcoming team. Benefits As a truly global business, we tailor benefits to each location to safeguard our people and respect local cultures and ways of working. Our people are our greatest asset, and we invest in talent development. Join our global network, and you will benefit from education support, sponsorship and in-house training programs.

Disclaimer: Unsolicited CVs sent to Apex (Talent Acquisition Team or Hiring Managers) by recruitment agencies will not be accepted for this position. Apex operates a direct sourcing model and where agency assistance is required, the Talent Acquisition team will engage directly with our exclusive recruitment partners.