Beschreibung
Background
My client is a major bank involved in securities (listed & OTC derivatives) trading, settlement and clearing.
As part of their drive to set a new industry standard by introducing a new "Portfolio Based Risk Management" methodology for all cleared listed and OTC products, they are now looking for one person to support the team during the initial historical data preparation and pre-processing.
Tasks/Skills:
Market data collection and cleansing (eg. interest rate curves, volatilities etc.);
Interfaces/Data Source specific requirements on data;
Process design and specification;
Good knowledge of Stock Exchanges and Derivatives;
Ability to implement/modify scripts in Matlab;
Proficiency in SQL & VBA (Excel and Access);
Functional understanding of interfaces;
MS Office.
Attention to detail.
Ideally some understanding of listed and OTC derivatives products, the financial markets; Experience in the securities/derivatives trading/clearing business, preferably with stock exchanges, investment banks etc) will be a plus.
Language: English is essential and some German language would be nice to have.