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Quantitative Analyst risk Methodology OTC Derivatives Clearing (m/f)
Eingestellt von Hays aus Mannheim, Universitätsstadt
Gesuchte Skills: Engineering, Matlab, Library, Java
Projektbeschreibung
235201/9
IHRE AUFGABEN:
-Design and support the implementation of various valuation models, risk concepts, and quantitative approaches to statistical margin methodologies to appropriately collateralise Clearing House exposures
-Development of new services and products in respect to risk management of a clearing house, including developing tools to monitor P/L, Value-at-Risk, portfolio analytics and in particular cross margining
-Autonomous analysis, design and specification of risk functionalities and consultation on the risk management of new products with Clearing participants
-Quantitative, statistical verification, analysis, and development of existing and new risk models, especially for OTC Swaps (Interest Rate Swaps, Cross-Currency Swaps, FX-Swaps) and Fixed Income derivatives (listed futures and options)
-Testing and benchmarking of new risk models in prototype with productive solution
IHRE QUALIFIKATIONEN:
-M.Sc. (e.g. M.Sc. in Econometrics) or PhD in a quantitative discipline (Econometrics, Mathematics, Physics, Financial Engineering, Computer Science or any other comparable degree with risk management focus)
-Experience in the field of quantitative risk management for financial and non-financial instruments or comparable research activity
-Know-how of products and market usances in the fields of OTC Swaps (Interest Rate Swaps, Cross-Currency Swaps, FX-Swaps) and Fixed Income derivatives (listed futures and options)
-Profound knowledge in risk modelling for OTC Swaps (Interest Rate Swaps, Cross-Currency Swaps, FX-Swaps) and Fixed Income derivatives (listed futures and options)
-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
-Quantitative, analytical ability and problem solving skills, in particular product/instrument simulation, risk modelling, model validation and backtesting
-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 knowledge of German will be an asset
-Excellent command of MS Office
-Experience with product configuration, pricing and risk analysis performed with the financial software Calypso
-Experience with financial risk management software development in an object oriented library using MatLab will be an advantage
-Experience in other object oriented languages(C++, Java) will be an advantage
-Experience in technical architecture of risk systems will be an advantage
-Highly motivated and engaging nature, positively assertive
WEITERE QUALIFIKATIONEN:
Risk manager
Projektdetails
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Einsatzort:
Hesseneck, Deutschland
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Projektbeginn:
asap
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Projektdauer:
6 MM+
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung, Ingenieurwesen/Technik