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: development and design of a state of the art risk concept for cross currency swaps (XCCY) and interest rate swaps (IRS), autonomous conducting of quantitative analyses related to IRS and XCCY, support the internal risk lead with ad-hoc analyses and general consultation, consultation of Eurex Clearing by its communications to clearing participants. Required skills: M.Sc. (e.g. 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 and at least three years of experience in risk modelling for OTC Derivatives as Interest Rate Swaps and Cross Currency Swaps, experience and knowledge in the Calypso Risk Management software package for market data handling, valuation and risk calculations would be an asset, 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, model validation and back testing, high commitment and motivation, willing to 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 programming (Matlab, R, VBA, SQL) would be an asset, experience in technical architecture of risk systems will be an advantage, highly motivated and engaging nature, positively assertive. Project start: August 2015. Project duration: 6 months (extension possible). Assignment location: Rhine/Main Area. If you are interested in this position please send us your application with keyword: "Analyst - ".
Anforderungen:
MS Office, SQL, Englisch, Matlab, Calypso, VBA
Zeitraum:
01.08.2015
Einsatzort:
Rhein-Main Gebiet