Quant Analyst (m/f)
Together with its customers and sales partners, Allianz is one of the strongest financial communities with a presence in over 70 countries. Around 78 million private and corporate customers rely on Allianz's knowledge, global reach, capital strength and solidity to help them make the most of financial opportunities and to avoid and safeguard themselves against risks. Our ambition is to be the partner of choice – with excellent employees, top-notch operating performance and the necessary financial strength. Join us to be part of our community!
IDS GmbH - Analysis and Reporting Services (IDS), a wholly owned subsidiary of Allianz and headquartered in Munich, is an internationally operating provider of operational investment controllingservices for institutional investors and asset managers. We offer our clients a wide range of premium solutions for performance and risk analysis, investment compliance and consolidated reports. We also take care of all the related business processes in keeping with our managed-service approach. Our broad understanding of our clients' business and technical needs is one of the key elements of our value proposition
Your new duties and responsibilities
- Design and implementation of interest rate curve models for various financial markets
- Development and implementation of Quality Control processes across all aspects of market data
- Implementation and calibration of models
- Parameterization and back-testing of quantitative models
- Work closely with clients to develop models and optimize concepts
- Ensure prompt service and a close relationship to clients by providing market, modeling and analysis competence
Required qualifications and experience
- University degree in Mathematics / Statistics / Finance / Financial Engineering or comparable
- Profound experience in similar roles, like trading support
- Know How of the different financial markets and models, particularly but not limited to fixed income
- Preferably Market Data Knowledge
- Excellent communication skills to successfully convey professional and technical concepts to informed customers
- Strong service attitude and process orientation, with an ability to work to tight deadlines
- Entrepreneurial, networked minded and analytically thinking individual
- Enjoys innovation and change
- Good coding skills knowledge in C++, VBA, Quantlib or similar
- Fluent in English and German
- Short till medium availability
Reference Code AZSE-2398318-3-jp-efc
IDS GmbH - Analysis and Reporting Services
München
We are looking forward to receiving your application.
www.allianz.com/careers
Leave a Reply
You must be logged in to post a comment.