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Developer/Analyst
Eingestellt von Projects GmbH aus Frankfurt am Main
Gesuchte Skills: Support, Matlab, Sql
Projektbeschreibung
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
Resources/ skill profiles
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
Assignment:
Fulltime
Duration : 01.01.2015 - 30.06.2015 ++
Location:
Frankfurt with regular travel to Prague
Language:
German & English
Bei Interesse senden Sie uns bitte Ihr aktuelles Beraterprofil mit Angaben zu Ihrer Verfügbarkeit und Konditionen an [email protected]
Projektdetails
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Einsatzort:
Frankfurt am Main, Deutschland
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Projektbeginn:
asap
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Projektdauer:
6 Monate ++
- Vertragsart:
-
Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung, Sonstiges