Quantitative Risk Analyst - OTC FX, Calypso, VaR - Financial Services Posted Dec 07
Kite Blue , Frankfurt am Main, Hessen, Germany
  • This employer requests that only candidates in Germany apply to this job.

    You appear to be located in United States, not Germany, so you will not be able to apply for this job.

Quantitative Risk Analyst - OTC FX, Calypso, VaR - Financial Services

Quantitative Risk Analyst is required to join a world renowned Financial Services organisation and be responsible for the strategic Risk Methodology development, specifically focussing on new OTC FX products and services in a post trade environment. This position will be based in Frankfurt, and will be offering an excellent, highly competitive package.

This is an integral new position to the organisation and you will carry out key tasks including the identification and consolidation of market trends, customer and market behaviours in relation to risk management for OTC FX derivatives. You will produce and maintain VaR models and risk models, risk concepts and quantitative approaches to margin methodologies. You will also perform quantitative analysis surrounding existing and new risk models specifically for FX derivatives. There will be a focus on the analysis of risk management of new products, with a lot of interaction with IT, getting involved in strategic project work.

Essential requirements:

Extensive experience in the modelling and risk management of financial instruments.

An in-depth understanding of OTC FX and Fixed Income derivative financial products.

Strong exposure to Calypso Risk Management software package.

Experience in programming with either Matlab, R, SQL or VBA would be highly preferable.

Msc./PhD in a quantitative discipline (or equivalent).

This is the opportunity to join a growing, global financial services organisation. This is a live, and urgent requirement. Applications will be reviewed immediately, so if you feel you have the required skill sets, please do apply within.

Kite Consulting Group - Recruiting A Players & Innovation Through People

Winners of Recruitment Agency of The Year 2017 and Best Banking/Financial Services Agency 2016 & 2017.

We believe in maximising recruitment ROI by ensuring that our clients hire an A-Player every time and our candidates have access to the best jobs across Financial Market Infrastructure, Banking and Fintech as well as Real Estate Technology & PropTech.

We specialise in recruiting top performers across IT & Technology, Change Management, Controls and Business Operations - contract, permanent and executive search.

Employment Type: Permanent
Other Pay Info: Competitve