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| Empresa: |
Octagon Professionals |
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| Título del empleo: |
Quantitative Risk Analyst |
| Categoría del empleo: |
Finanzas |
| Localización del empleo: |
Düsseldorf - Alemania |
| Número de referencia del empleo: |
66 |
| Descripción del empleo: |
• 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 |
| Habilidades: |
• 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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| Requerimientos de idioma: |
Inglés-Bueno |
| Tipo de empleo: |
Tiempo completo |
| Sueldo: |
No especificado |
| Día del anuncio: |
2009-06-17 |
| Nivel de estudios: |
Master |
| Experiencia: |
3 o 5 años |
| Empresa: |
Octagon Professionals |
| Nombre de contacto: |
Octagon Professionals |
| Número de teléfono de contacto: |
+31(0)703249300 |
| Número de fax de contacto: |
+31(0)703264712 |
| Método de contacto preferido: |
Ninguna preferencia |
| Preferred Language of Resume/Application: |
English |
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