Business Analyst (m/f) Clearing & Risk Operations

Frankfurt am Main  ‐ Vor Ort
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Schlagworte

Beschreibung

Interviewing functional specialists on new Clearing House services and autonomous analysis how these impact operational tasks. Subsequent design of profound business procedures and flowcharts that shall be executed by our Operations staff in the Clearing & Risk Operations area.
Perform trainings for affected Operations staff based on the developed business procedures.
Understand the implementation of risk valuation models, risk concepts, and quantitative approaches to statistical margin methodologies to appropriately collateralise Clearing House exposures to develop business procedures and flowcharts later on.
Understand Clearing House services, like clearing member default management or segregation/client asset protection, and products, in particular OTC interest rate swaps, as well as derivatives, fixed income and cash market products, in respect to risk management of the Clearing House (including monitoring P/L, Value-at-Risk, stress testing, portfolio analytics and back testing methods) and how they affect given business procedures.
M.Sc. in Econometrics, Financial Engineering, Mathematical Finance, Financial Economics or any other comparable degree, ideally with risk management focus including empirical, quantitative analysis and methods.
Knowledge in the field of quantitative risk management for financial instruments, knowledge in risk modelling for OTC derivatives, for listed futures, listed options and cash products.
Experience in creation of business procedures as well as a professional background in Operations are beneficial.
Fluent in written English. Knowledge of German is desirable.
Excellent command of MS Office, in particular MS Visio.
Bei Interesse würden wir uns auf die Zusendung Ihres aktuellen Profils sehr freuen
Start
12/2011
Von
duragIS IT Consulting GmbH
Eingestellt
24.11.2011
Ansprechpartner:
Joachim Krömker
Projekt-ID:
272638
Vertragsart
Freiberuflich
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