For our customer, an asset management company in Cologne, we are looking for a Specialist in Quantitative Measurement (m/f) ASAP in temporary staffing.
This position is a vacancy for a duration of one year.
Responsibilities
• Quantitative measurement, analysis and controlling of risk in insurance portfolios and market-to-market funds
• Maintenance of risk models for market risk. including Back-Testing
• Support in Risk modeling of complex financial instruments like OTC/ Structured Products
• Establishment of risk controlling instruments, methodologies and procedures
• Coordination and control of the centralized risk tool RiskMetrics©
• Support of portfolio management (Value at Risk, Scenario Analysis, Stress tests etc.)
Requirements
• Excellent university degree in mathematical finance, business administration with focus on finance and statistic or studies in physics
• Professional experience in R for visual basics, SQL as well as first-hand experience with code writing is an asset
• High technical affinity for the financial sector
• Strong understanding and first experience in risk management in the field of asset management, an investment company or in the sector of finance
• Accuracy & excellent analytical skills for financial instruments
• Fluency in English
We offer an interesting workplace at a global leader in asset management and adequate salary plus performance bonus. Furthermore, subvention for the job ticket, a canteen and last but not but not least friendly colleagues.
Fri, 02 Mar 2018 15:28:11 +0000
48.000 € – 54.000 € gross / year
Permanent
Business Analysis
Language/ English
Pignolo, maniaco dei dettagli e migliore amico dell’ansia.
Sono un Web Designer (anche se odio etichettarmi) e vivo ad Altamura, da circa 10 anni mi diverto in ambito web e app, mi occupo prettamente di frontend ma non disdegno a sporcarmi le mani con un bel po di sano codice.
