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|Sector||Credit & Risk Management|
Global Investment Management firm seeking a Quantitative Finance Analyst to join their Cologne offices.
Analyse data and develop specifications for building market variables and asset models.
Software implementation of asset models and pricing routines according to mathematical specifications.
Rewriting existing code to optimize performance.
Making recommendations for future development of the modelling platform to solve problems relevant to our target markets.
Development of estimation and recalibration tools.
Validation of quarterly calibrations.
Skills/ Experience required
Formal education at a graduate level in economics, finance, or mathematical sciences.
Knowledge of continuous time finance theory essential. Knowledge in some of the areas of econometrics, probability and statistics, stochastic processes, optimisation theory, differential equations, and numerical analysis a plus.
Basic understanding of financial markets including fixed income, credit, equity, inflation and derivatives.
Strong problem-solving skills.
Ability to work effectively in a project and deadline oriented position.
Experience with programming financial or mathematical procedures.
Experience of UI design and implementation is an advantage.
Previous experience with Economic Scenario Generators is an advantage.
Language skills: English.
For applications or enquiries, email Tim.Holbrough@BRUINFinancial.com
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