Senior Financial Engineer for Modelling
Senior Financial Engineer for Modelling – Hamburg – Germany
Role – Senior Financial Engineer for Modelling
Location – Hamburg- Germany
Salary – £90-100,000 – dependant on experience + bonus and benefits
A commercial bank involved in corporate and private banking is looking for a Senior Financial Engineer in Modelling to join up with their team in Hamburg –Germany. The company is looking to expand following a successful 2012/13 with candidates familiar with counterparty / CVA and interest rate modelling.
The Role
Be responsible for:
- Measuring exposure on trade flow data from the front office on the wholesale side
- Provide reports on the efficiency and accuracy of the PFE models
Ideal Candidate
- Strong Quantitative risk background
- Good statistical/mathematical/financial knowledge
- 2-5yrs experience within exposure management risk modelling space
- Strong academic background
- Confident and personable individuals
- Fluent English speaker / basic German and above
- CVA Experience
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