|
|
| Entreprise: |
Octagon Professionals |
|
| Intitulé: |
Quantitative Risk Analyst |
| Secteur Emploi: |
Finance |
| Localisation de l'emploi: |
Düsseldorf - Allemagne |
| Ref.Emploi Numéros à conserver: |
66 |
| 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 |
| Capacités Requises: |
• 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
|
| Langues Requises: |
Anglais-Bon |
| Type de Contrat: |
Temps Plein |
| Salaire Annuel: |
Non spécifié |
| Date d'Affichage: |
2009-06-17 |
| Niveau d'Etudes: |
Maîtrise |
| Années d'Expérience: |
3 à 5 Ans |
| Entreprise: |
Octagon Professionals |
| Nom: |
Octagon Professionals |
| Téléphone: |
+31(0)703249300 |
| Fax: |
+31(0)703264712 |
| Methode de Contact Préférée: |
Pas de Préférence |
| Preferred Language of Resume/Application: |
English |
|
|
|
