Beschreibung
Tätigkeit:For one of our clients from the finance sector we are looking for a quantitative developer/analyst (f/m). The consultant is responsible for the following tasks: development of functional specifications based on an existing concepts and data models, liaising with business and financial mathematicians (quants) to understand functional/business/methodological requirements, translation of the functional requirements into a functional specifications that can be used for implementation of the application, development and execution of test cases based on the functional specifications. The candidate will heavily interact with developers and risk managers as well as with senior management, communicating complex ideas and constraints in a clear and simple-to-understand manner. Required skills: profound understanding of derivatives products and risk management practices 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 five 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 specialists, highly motivated and engaging nature, positively assertive, bother written and spoken English and German. Project start: 01.01.2015. Project end: 30.06.2015 (extension optional). Assignment location: Rhine-Main Area and Prague. If you are interested in this position please send us your application with keyword: "quantitative developer/analyst - ".
Anforderungen:
C++, SQL, Englisch, Softwareprogrammierung, Risk Management, Deutsch, Matlab, Testfallkonzeption
Zeitraum:
01.01.2015
Einsatzort:
Rhein-Main Gebiet / Prag