Beschreibung
Job description:- 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.
- 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
- Perform trainings for affected Operations staff
Qualifications:
- M.Sc. in Econometrics, Financial Engineering, Mathematical Finance, Financial Economics or any other
comparable degree
- Show a structured working method, show analytical and problem solving skills
- Excellent communication and negotiation skills
- Experience in creation of business procedures
- Fluent in written English. Knowledge of German is desirable.
- Excellent command of MS Office, in particular MS Visio.
Start day: asap
Duration : December 2012 plus 3 months in 2013 + extension
Location: Frankfurt
Fulltime
Please contact us and send me your CV and allin rate:
Ms Furusan Hammerschmidt