Senior Risk Quant

  • £80k - 150k per year + Bonus GBP
  • Frankfurt (Oder), Brandenburg, Germany Frankfurt (Oder) Brandenburg DE
  • Not specified
  • GQR Global Markets
  • 28 Aug 18 2018-08-28

A leading Financial Institution in Frankfurt is proactively looking to recruit a senior risk quant where they will be combing expertise in quantitative analytics, modeling, pricing and risk management with deep understanding of system architecture and programming.

The role:

  • Development of methods and value trading books
  • Ensure correct and robust implementation of the models
  • Operate and work on multiple business functions including Product Development, Sales, Trading to implement infrastructure solutions aligned to the strategic analytics platform
  • Working entirely in their Front Office alongside quant’s & trade specialists

Requirements:

  • Master’s, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
  • Strong programming in Python, Matlab, R, C++,
  • Demonstrable interest and experience in financial modeling, pricing and risk management
  • Strong knowledge on Equity business and ability to solve complex business problems
  • Excellent communication skills