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.