Beschreibung
Quantitative Analyst for Risk Methodology & New Products Team - OTC derivatives clearing services
Field of Activity
Development & design of state of the art risk concepts for OTC FX products (FX), Cross Currency Swaps (XCCY) & Interest Rate Swaps (IRS).
Autonomous conducting of quantitative analyses related to IRS, XCCY & FX
Support the internal risk lead with ad-hoc analyses and general consultation
Qualifications/Skill Profiles
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
Profound knowledge in risk modelling for OTC Derivatives as Interest Rate Swaps, Cross Currency Swaps & OTC FX instruments
Excellent communication and negotiation skills, a proficient manner as well as project experience
Experience in product/instrument simulation, risk modelling, model validation and back testing
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
Profound experience in programming/prototyping (preferable fluency in MatLab)
Highly motivated and engaging nature, positively assertive