- As a Senior Quantitative Analyst would you like to develop new models and also enhance the existing implementations?
- Do you have deep understanding of mathematical and financial models?
- Would you like to actively participate in the development of internally built risk platforms?
Is the answer yes? Then this is your place.
The Quantitative Development team is looking for a new Senior Quantitative Analyst colleague. The team works closely together with the Risk Modelling team in the development of risk methodology, proto-typing and managing the changes to embed new methodology into the production platforms. The new team member will deal with the pricing of the financial instruments, will translate mathematical models to end-user business applications, as well as integrate new functionality into existing code, develop tests, write documentation for the users, and fix bugs.
- University degree in Econometrics, Financial Mathematics, Actuarial Sciences or related discipline
- 4-5 years of relevant experience
- Familiarity with financial instruments (derivatives) and the techniques to price them
- Affinity with modelling financial risks and determine economic scenarios
- Profound knowledge of programming, code writing (C#, C++)
- competitive salary and cafeteria benefits
- working in an international team
- informal, modern work environment
- being part of an actuarial expertise team where you can develop
- career growth