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Quant Analyst
Eingestellt von Paribus Global Limited
Gesuchte Skills: Engineering, Consultant
Projektbeschreibung
The spec is fairly broad and we can accommodate a consultant with a strong analytical background, and can be flexible on the technical skills
Full spec on application, send CV ASAP to apply
Tasks:
* Implement (re)build components in R.
* (Contribute to) Final testing in the form of aiding with test-cases and explaining the testers the functionality.
* Act as senior quantitative development expert for the team.
* Facilitate in handover of knowledge to quantitative developers of the Risk team.
Key skills:
* Minimum of 3 years' experience developing quantitative code.
* Needs to have 2 years of R (or S-plus) experience.
* Strong analytic skills (university level maths, physics, engineering, etc.). A PhD is a plus.
* Strong, proven, programming skills.
* Good understanding of statistics and probability theory.
* Experience with numerical programming and optimisation.
* Familiarity with regulatory requirements (Solvency II, Basel II/III) is a plus.
* Familiarity with Credit Portfolio models is a plus.
* Excellent understanding of databases, SQL.
Projektdetails
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Einsatzort:
Amsterdam, Niederlande
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Projektbeginn:
asap
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Projektdauer:
2 months + ext
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
Ingenieurwesen/Technik, Organisation/Management