Market Risk Manager with Quantitative back ground – Bavaria recruitment
My client is a bank with a stable footing in the international market place. With exciting projects and tasks planned for the long term future, we are looking for an experienced market risk quantitative analyst with interest in market risk measurement, management, modeling and analysis. You will work closely with the members of the friendly team and interact with different divisions of the bank. You can expect to develop professionally on an expert level and look forward to further career opportunities.
The tasks for the role include:
- Market risk modeling, measurement and management
- VaR models, stress tests, model validation
- Quantitative and qualitative analysis
- Create model concepts using Matlab, Mathematica or similar
- Design, prototype, stress test models
- Prepare reports and documentation in clear, well-written manner
Your profile:
- Strong market risk back ground with solid quantitative skills
- Ability to create model concepts, validate and stress test
- Very good understanding of existing market conditions, pragmatic approach
- Strong written and verbal communication, ability to support own work and influence others
- Ability to explain complex topics to non-technical persons
- Team player
- Mathematica, Matlab or similar; Excel, MS Office; SQL beneficial
- Mathematics or Physics back ground; economics or similar with strong mathematical component
- Fluent German language
Interested? Contact Elina Virtanen now to apply or find out more. Call +49 69 92885 5000, or email me at e.virtanen(at)orgtel.com
