Beschreibung
On behalf of one of our clients, an international financial institution, located in Frankfurt, we are searching for external support (f/m) with skills and abilities as stated below:
Quantitive Analyst (f/m) - Default Management
Task and responsibilities:
Development & design of a concept for PnL calculation reflecting the specific Clearing House requirements during the execution of a default management process across all asset classes cleared
Mandatory skills and experience:
Detailed product know how across the clearing area
Experience in developing PnL reporting tools, incl. PnL explanation, covering complex derivative portfolios with a major bank or other equivalent financial institutions
M.Sc. (eg M.Sc. in Econometrics) or PhD in a quantitative discipline (Econometrics, Mathematics, Physics, Financial Engineering,
Computer Science or any other comparable degree with risk management focus including empirical, quantitative analysis and methods)
Several years of experience in the field of quantitative risk management for financial and non-financial instruments or comparable research activity
Quantitative, analytical and problem solving skills and the ability to work flexibly in a team environment
Profound knowledge in risk modelling for OTC Interest Rate Swaps, Equities and Fixed Income derivatives (listed futures), for at least three years
Excellent communication and negotiation skills, a proficient manner as well as project experience
Quantitative, analytical ability and problem solving skills, in particular product/instrument simulation, risk modelling and backtesting
High commitment and motivation, take on responsibility, creativity and the ability to work independently as well as the ability to work flexibly in a team environment
Proficiency in written and spoken English; additional knowledge of German will be an asset
Excellent command of MS Office
Experience in technical architecture of risk systems will be an advantage
Highly motivated and engaging nature, positively assertive
Additional information
Start date of assignment: 01.12.2014
Full-time starting in December 2014, to be valid for 3 months with option to extend
Location: Frankfurt am Main/Eschborn