Beschreibung
For our client, a financial institution Frankfurt, we are looking for external support (f/m) to support the project Regulatory Readiness';
Tasks:
Conducting feasibility studies and test calculations for selected EMIR requirements (eg Market risk, Credit risk, liquidity, stress tests); Engagement within the implementation phase eg development of concepts, coordination/interaction with other projects/IT, supporting specification and test; Development of Powerpoint presentations reflecting results from conducted analysis; Test calculations, Testing and benchmarking of new risk models in prototype;
Experience:
M.Sc. (eg M.Sc. in Econometrics) or PhD in a quantitative discipline (Econometrics, Mathematics, Physics, Financial Engineering, Computer Science or any other comparable degree with risk management focus including empirical, quantitative analysis and methods); Experience in financial products and financial industry with focus on exchange business; Experience in quantitative and qualitative risk management of market risk, credit risk and liquidity risk; Experience in Basel II, Basel III, MaRisk, EMIR; Experience in the clearing industry will be an asset; Several years of experience in the field of quantitative market, credit and liquidity risk management for financial and non-financial instruments or comparable research activity; Several years of experience in programming SQL and Matlab; Software skills: MS Power Point, MS Excel, MS Word; Lotus Notes Databases, SQL Matlab, R, Mathematica; Language skills Proficiency in written and spoken English; additional knowledge of German will be an asset; Soft-Skills: Excellent communication and negotiation skills, a proficient manner as well as project experience Quantitative, analytical ability and problem solving skills; Stress tolerant;
Assignment: Full-time starting in ASAP (eg January 2013), to be valid for 3 months with option to extend.