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| Company: |
Octagon Professionals |
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| Job Title: |
Quantitative Risk Analyst |
| Job category: |
Finance |
| Job Location: |
Düsseldorf - Germany |
| Job Reference Number: |
66 |
| Job Description: |
• Develop/ improve market & asset models to measure our commodity & credit risk.
• Use statistical methods to calibrate model inputs e.G. Volatilities & correlations.
• Back test valuation methods and support their system implementation.
Experience in the energy sector is a must |
Skills Required:: |
• Master degree/ Phd in appropriate numerate discipline e.g. Mathematical Finance, Statistics, Physics or related discipline
• Excellent knowledge of at least one of: quantitative finance, stochastic calculus, numerical solutions to partial differential equations, Monte Carlo techniques, Time Series Analysis or Artificial Intelligence.
• Experience in implementing various risk valuation and assessment models in the areas of market risk or credit risk and energy option pricing models, including real option valuation, within a team environment.
•Programming skills e.g. In Matlab and C++
• Ability to communicate complex technical ideas in clear and simple terms as well as to peer group technical experts.
• Quantitative modelling experience within a financial institution or energy company
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Language Requirements: |
English-Good |
| Employment Type: |
Full Time |
| Yearly Salary: |
Unspecified |
| Posting Date: |
2009-06-17 |
| Level of Education: |
Masters |
| Years of Work Experience: |
3 to 5 Years |
| Company: |
Octagon Professionals |
| Contact Name: |
Octagon Professionals |
| Contact Phone: |
+31(0)703249300 |
| Contact Fax: |
+31(0)703264712 |
| Preferred Method of Contact: |
No Preference |
| Preferred Language of Resume/Application: |
English |
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