Description
We are looking for a
Quantitive Analyst (m/f)
Reference: -en
Start: 08/14
Duration: 4 MM+
Place: in Hesse
Branch: Effekten- und Warenbörsen
Your tasks:
- Development & design of a risk concept for Total Return Swaps (TRS) in order to reflect margin requirements of the Clearing House appropriately (including cross margining with Futures)
- Autonomous conducting of quantitative analyses related to TRS
- Implementation & Validation (Backtesting) of a TRS prototype in Matlab
- Support the implementation process by benchmarking the prototype with the productive solution
- Consultation of Eurex Clearing by its communications to clearing participants
Your qualifications
- 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 including empirical, quantitative analysis and methods)
- Experience in the field of quantitative risk management for financial and non-financial instruments or comparable research activity
- Quantitative, analytical and problem solving skills and the ability to work flexibly in a team environment
- Profound knowledge in risk modelling for OTC Interest Rate Swaps, Equities and Fixed Income derivatives (listed futures)
- 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
- Proficiency in written and spoken English; additional knowledge of German will be an asset
- Sound experience in programming Matlab
Skills:
- Business analyst
- Risk manager
Keywords: quantitive Analyst quantitativer Analyst Total return swaps