Beschreibung
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.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 Nice To Have: Sophis Risque, German language