Quantitative Pricing Analyst (m/f) – Interest Rate Derivatives

Categories: Risk Management / 11. November 2014 / Experience: 1-3 Years / Industry: Asset Management /
  • Permanent
  • Koeln, DE
  • Diese Position wurde vergeben

Job Category : Risk Management

Job Industry  :  Asset Management

The company we are searching for is a well-known and dynamic asset management company in Cologne. Right now they need Quantitiative Analyst (m/f) to join their team of motivated professionals for two years.

Responsibilities:

  • Valuation of structured interest rate products and OTC derivatives
  • Research, development and implementation of mathematical models for the pricing of derivatives
  • Maintainance and improvement of existing pricing tools
  • Generation and validation of different economic scenarios
  • Acting as a contact person for internal departments and insurance companies
  • Carry out special projects related to pricing models, trades, and risk management
  • Preparation of risk reports

 
Requirements:

  • University degree with quantitative focus (Mathematics, Physics, Computer Science, Engineering, Quantitative Finance etc)
  • Ph.D. degree in a highly numerate discipline preferred
  • Ideally first experience in Risk Management and/or quantitative analysis in a financial institution; Graduates are also welcome
  • Sound understanding of financial instruments valuation and stochastic process modeling
  • Knowledge of programming languages like Visual Basic or C++
  • Knowledge about vanilla rates derivatives, cash products, complex rates products and risk management models (VaR)
  • Strong analytical skills
  • High degree of initiative and responsibility
  • Fluent German and very good level of English

For more information please visit Asset Management Jobs.