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Quantitative Developer/Analyst (m/w) for Risk Management, Valuation and Market Data
Eingestellt von SOLCOM GmbH aus Reutlingen
Gesuchte Skills: Matlab, Sql, Client
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.
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
Konnten wir Ihr Interesse wecken? Dann freuen wir uns auf die Übersendung Ihres aussagekräftigen Profils unter Angabe Ihres Stundensatzes und Ihrer Verfügbarkeit.
Projektdetails
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Einsatzort:
Plz-Gebiet 6, Deutschland
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Projektbeginn:
asap
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Projektdauer:
6 months++
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung, Ingenieurwesen/Technik
SOLCOM GmbH
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Straße:
Schuckertstr. 1
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Ort:
72766 Reutlingen, Deutschland
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Projekte:
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