Quantitative Analyst/P&L

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Schlagworte

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

Start
01.12.2014
Dauer
3 months +
(Verlängerung möglich)
Von
Centum Recruitment Limited
Eingestellt
21.10.2014
Projekt-ID:
794551
Vertragsart
Freiberuflich
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