Beschreibung
Für unseren Kunden aus der Finandienstleistungsbranche suchen wir eine/nQuantitative developer/analyst – Market Data and Valuation (f/m)
Field of activity
Conceptual design and development of a centralised, unified and scalable Framework within the customer to
ensure consistent, complete,up to date and high quality Market Data Management and Valuation of Financial Instruments
You will heavily interact with developers and risk managers within Risk, Valuation and IT in order to conceptually develop a new centralised, unified and scalable Framework which satisfies the requirements from both Risk and Valuation perspectives
You will interact with Senior Management, communicating complex ideas and constraints in a clear and simple-to-understand manner
Qualifications/Required Skills
M.Sc. or PhD in a quantitative discipline (Physics, (Financial) Mathematics, Computer Science, Econometrics or any other comparable degree with quantitative focus)
Minimum 5 years of industry experience in the field of quantitative risk management/valuation of financial
instruments, in particular OTC and listed derivatives
Profound knowledge in and several years of experience with trading and risk systems (such as Calypso, Murex, FrontArena, etc or any in-house equivalents) and their interaction with both Market Data systems and internal/external pricing libraries
Profound knowledge of Market Data Management
Previous experience developing a Market Data Base would be an advantage
Quantitative, analytical and problem solving skills and the ability to work flexibly in a team environment
Excellent communication and negotiation skills, a proficient manner as well as project experience
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 German language skills will be an asset
Experience in programming Matlab, C++ or equivalent in an object oriented manner as well as SQL proficiency
Experience with QuantLib is an advantage
Assignment Details
Fulltime
Duration: Starting immediately until April 2015, extension of duration anticipated
Location: Frankfurt a. M.
Bei Interesse freuen wir uns über die Zusendung Ihres Beraterprofils nebst Angabe zum Stundensatz und Ihrer Verfügbarkeit an
Jennifer Schröter
Recruitment
Vega Deutschland GmbH
Industriestraße 161
50999 Köln
E-Mail:
www.vega-deutschland.de