Quantitative developer/analyst (m/w) for Risk Management, Valuation and Market Data

Beschreibung

Aufgaben:
For our client we are recruiting a Quantitative developer/analyst (m/f).

+ Develop functional specifications based on an existing concept and datamodel
+ Liaising with business and financial mathematicians (quants) to understand functional/business/methodological requirements. You will heavily interact with developers and risk managers within Risk, Valuation and IT
+ Translation of the functional requirements into a functional specification that can be used by IT for implementation of the application
+ Develop and execute test cases based on the functional specifications.
+ You will interact with Senior Management, communicating complex ideas and constraints in a clear and simple-to-understand manner.

Jobtitel:
Quantitative developer/analyst (m/w) for Risk Management, Valuation and Market Data

Jobnummer:
32577

Stellentyp:
freiberuflich

Einsatzort:
D6

Starttermin:
asap

Dauer:
6 Months++

Anforderungen:
Skills:

+ Profound understanding of derivatives products and risk management practice preferably having FRM, CFA or similar certification
+ 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
+ Good understanding of cross margining across OTC and listed business
+ Functional understanding of database models and interfaces
+ Knowledge of OTC products (IRS, OIS, TRS)
+ Test modelling and execution experience
+ Experience in programming Matlab, C++ or equivalent in an object oriented manner as well as SQL proficiency
+ Experience with QuantLib is an advantage
+ Strong analytical and problem solving skills and the ability to work flexibly in a team environment
+ Strong communication skills in order to act as an interface to other project teams and IT
+ Highly motivated and engaging nature, positively assertive
+ English and German language skills in both spoken and written

Zusätzliche Informationen:
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