Beschreibung
Tätigkeit:For one of our clients from the finance sector we are looking for a quantitative analyst (f/m). The position includes the following tasks: design and support the implementation of valuation models, risk concepts and quantitative approaches to margining and collateralization of clearing house exposures, developing tools to hedge derivatives, determine hedging costs and efficiency, monitor P/L and back testing of results, autonomous analysis, design and specification of risk functionalities and consultation on the risk management of hedging concepts with clearing participants, testing and benchmarking of models in a Matlab prototype, consultation of Eurex Clearing by its communications to clearing participants. Required skills: M.Sc. or PhD in a quantitative discipline, 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 of risk modelling of OTC interest rate swaps and listed interest rate futures and options for at least three years, quantitative, analytical ability and problem solving skills, in particular product/instrument simulation, risk modelling, model validation and back testing, experience and profound knowledge in the Calypso risk management software package for market data handling, valuation and risk calculations, excellent communication and negotiation skills, a proficient manner as well as project experience, proficiency in written and spoken English. Additionally knowledge of German, excellent command of MS office and several years of experience in programming Matlab would be assets. Experience in technical architecture of risk systems, highly motivated and engaging nature, positively assertive would be advantageous. Project start: August 2015. Project duration: six months (with option of extension). Assignment location: Rhine/Main area. If you are interested in this position please send us your application with keyword: "Analyst - ".
Anforderungen:
MS Office, Englisch, Risk Management, Matlab, Calypso
Zeitraum:
03.08.2015
Einsatzort:
Rhein-Main Gebiet