Quant Risk Analyst
Germany, Germany, Germany
You will need to have 2 yrs minimum of quant risk modelling from within a financial or energy trading firm, knowledge of quant finance/stochastic calculus solutions and programming skills of Matlab, VBA or similar will be a bonus. Responsibilities · Develop/ improve risk models to measure EETs commodity,credit & liquidity risk (market, asset, VaR/PaR/MaR/CVaR models) · Use statistical methods to calibrate model inputs e.g. Volatilities, Correlations · Back test risk models and support their system implementation · Review, test and approve all model changes in position, Valuation, Price curve etc. models before official use · Act as interface to auditors for model audits · Communicate complex modelling aspects to the teams customers in an understandable way, verbally or by presentations or trainings · Document model changes and tests and maintain method related policies, procedures and processes Qualifications · Master Degree/ Phd. in appropriate numerate discipline e.g. Mathematical Finance, Statistics, Physics · Excellent knowledge of at least two of: quantitative finance, stochastic calculus, numerical solutions · Min. 2 years experience in quantitative risk/value modelling in a bank or energy company · Programming skills in Matlab, skills in other languages advantageous · Ability to communicate complex technical ideas in clear language, writing and slides · Proven track record in delivery of complex modelling solutions in projects
JS 5296
Subject to experience
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jsimmons@recruitassociates.com
Recruit Associates Worldwide
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