Beschreibung
Westhouse is a main provider of highly skilled experts in the field of IT, Engineering and Finance.
For one of our clients we are searching:
Support in Quantlib Programming (f/m) financial area Frankfurt
Task:Our client intends to set new industry standards by introducing a new "Portfolio Based Risk Management" methodology for all cleared listed and OTC products.
As part of this initiative the consultant will support the team during the Quantlib Programming.
The following tasks are involved:
- Programming of a quantlib prototype for financial risk calculations
- Interfaces/Data Preprocessing
Skills (must-have):
- Profound knowledge in risk management and Quantlib programming/usage
- Analytical and problem solving skills and 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
- Profound skills in Matlab
- Highly motivated and engaging nature, positively assertive
Project language: English (must-have) + German (nice-to-have)
Start: 15.03.2012
Duration: 30.05.2012 + Option of extension
Location: Frankfurt a.M. (Germany)
Workload: Full-Time
If you are interested and available, please send us your current CV in English and in Word-format, mentioning your hourly rate (all inclusive).
Best Regards,
Jonas Wiedmann
Dipl.-Kfm. (Univ.)
Account Manager
Westhouse Consulting GmbH