Description
Quantitative Business Analyst, Market Risk, Derivative Products, VaR, Murex and Sophis.
My Client is a leading Investment Bank based in Amsterdam. This is a great long term opportunity with a rolling contract. You will be part of the Quant Analytics and Modelling departments. I'm looking for someone with Quantitative and Mathematical experience at a university level. You need to have experience with VaR based Measures for Market Risk and conceptually understand measurements of risk. Experience in Markets area with knowledge on valuation and risk measures of derivative products for different product classes (IR, FX, Equities and Commodities). Experience with VaR models set up in from office systems like Murex and Sophis. You need to be able to make the translation from model documentation to implementation review methodologies and administer gaps.
If you are interested please sent in your CV.