Beschreibung
Tasks:- Senior Quant in Branch interest rate modelling
Short description:
- Development of interest rate model in the Finlib (Pricing Lib) environment
Project days: 110 PD
Planned duration: 01.07.2012 - 31.01.2013
Required experiences:
more than 5 years practical exp. with the interest rate model development
Required business knowledge:
knowledge in more than 2 these following Thema:
- Hull-White Model
- Libor Market Model
- SABR Model
- Markov Functional Model
- Alternative 2 Factor Yield Curve Model
Programming language: C++, Java (nice to have but not a must)
Business language: fluent English, German (nice to have but not a must)
Personal attitude:
- Analytical mentality and trading
- Teamspirit
- Ability to work stand-alone
Advantageous knowledge:
practical experience with any of these Asset classes. eg Equity, Credit or inflation
Please contact me for further details with sending me your CV if you are interested in this position.
Best regards
Gen Kazama