Quant IT Specialist with C++ and C#

Beschreibung

Stellenbeschreibung:
VAR - Value at Risk Calculation in the environment of structured equities and derivatives, requests come from Counter Party Risk, Financial Engineers and Investment Traders. Complex Monte Carlo Calculations; Quant - calculation method for derivates.

Erforderlich:
Very good knowledge in: C++ (for Sophis Risque environment), C# (as this becomes more and more important), Structured Derivatives. Excellent financial background, Monte Carlo Simulation, deep mathematical skills. Front Office know how

Wünschenswert:
Sophis Risque, German language


SATZ Software & Consulting GmbH ; Walter-Gropius-Str. 15 ; 80807 München
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