Quantitative Model Developer - Fintech

  • Competitive
  • Frankfurt am Main, Hessen, Germany
  • Permanent, Full time
  • Albert Cliff Ltd
  • 23 Sep 16

Our client, a leading provider of risk analytics technology who is looking to hire Quantitative Model Developer in Frankfurt and London. The successful candidate is expected to interact with the client frequently.

For this role please contact Serge Ponomarev serge.ponomarev@albertcliff.com or call +44 (0) 7519 020 992. Also, please visit our website at www.albertcliff.com to see all our latest Risk management vacancies.

Key Accountabilities and Skills required:

  • Research, formulate, and implement quantitative models and solutions to optimize pricing and risk management of financial products across various asset classes, including: Interest Rates, Credit, Equity, Foreign Exchange, Commodities, Emerging Markets, and Counterparty Risk Trading.
  • Hands-on knowledge of: VaR-type models, Statistics, Back office systems
  • Perform computations and assess numerical implementations of analytical modules, models, and methodology documentation using mathematical theories and techniques including time series analysis, statistical analysis, and numerical analysis.
  • Validate, formulate, and test quantitative pricing models to ensure adequacy.
  • Implement and maintain analytics models and applications within Python/C++ library to generate analytical insight used to facilitate the development of market risk management.
  • Build optimization tools using C++ and Python to facilitate risk management, including cash usage, balance sheet, liquidity, and regulatory capital.
  • Define data requirements and perform theoretical modeling, empirical-testing, historical backtesting, and statistical analysis of large data sets

Basic Qualifications:

  • 4 year Bachelors degree
  • Programming devepment skills would be an asset (Phyton) 
  • Masters Degree
  • 5+ Years financial services experience