Beschreibung
Quant Analyst - Risk - OTC/Structured Products
A Junior Quant Analyst is required to join our leading Investment client in Cologne, Germany.
The position provides an excellent opportunity for someone with 1-2 years exp. and looking to further their experience.
Your responsibilities will include:
- Quantitative measurement, analysis and controlling of risk in the insurance portfolios and mark-to-market funds
- Monitor technical activities and solve import/export issues (understanding of SQL, Visual Basic in Excel will be required)
- Maintenance of risk models for market risk including Back-Testing
- Support in Risk modelling of complex financial instruments like OTC/Structured Products
- Establishment of risk controlling instruments, methodologies and procedures
- Governance of the centralised risk tool RiskMetrics©
- Support to portfolio management in managing risk (Value at Risk, Scenario Analysis, Stress tests etc.)
The office language is English.
Please apply now for further information.