Description
Quantitative Risk Consultant - Sophis
A Quantitative Risk Consultant - Sophis is required by a large banking organisation based in Amsterdam to join them on a 3 month rolling contract.
Requirements:
- Conceptually understand measurements of risk
- Hands on experience to setup VaR modules in Sophis
- Model Validation
- Quantitative background (statistics, mathematics, econometrics)
- Knowledge of asset classes IR&FX, Equity, Inflation, Commodity
- Business Analysis skills
- Stakeholder management at a senior level
The ideal candidate should have hand on experience on how to check PnL generations for historic VaR calculation inside Sophis.
Pricers are developed internally and therefore interfaced to Sophis via Sophis toolkit.
Please contact Matthew Burger or email.