Beschreibung
Quantitative Analyst/P&L
Key skills:
Experience in developing PnL reporting tools, incl. PnL explanation, covering complex derivative portfolios with a major bank or other equivalent financial institutions
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)
Several years of experience in the field of quantitative risk management for financial and non-financial instruments or comparable research activity
Quantitative, analytical and problem solving skills and the ability to work flexibly in a team environment
Profound knowledge in risk modelling for OTC Interest Rate Swaps, Equities and Fixed Income derivatives (listed futures), for at least three years
Excellent communication and negotiation skills, a proficient manner as well as project experience
Quantitative, analytical ability and problem solving skills, in particular product/instrument simulation, risk modelling and backtesting
High commitment and motivation, take on responsibility, creativity and the ability to work independently as well as the ability to work flexibly in a team environment
Proficiency in written and spoken English; additional knowledge of German will be an asset
Excellent command of MS Office
Experience in technical architecture of risk systems will be an advantage
Highly motivated and engaging nature, positively assertive
About the role:
Development & design of a concept for PnL calculation reflecting the specific Clearing House requirements during the execution of a default management process across all asset classes cleared