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Quantitative Risk Manager, Cross-asset, Mid Level, Munich, Germany, €70,000-$80,000 (depending on experience) + excellent bonus & additional benefits
A leading German based global insurance firm is seeking a mid-level quantitative risk analyst to be part of their Risk modelling team.
This team extremely high performing and the firm in question views this team as extremely important in its development of the firm.
The successful candidate will be monitoring and reporting risk exposure, trading and hedging activities.
You will constantly be involved with senior management and your advisory input and participation will be key in product and transactional approvals and model review discussions as well as reviewing and making recommendations for risk managing policies and approaches.
Responsibilities:
-Participate in the calculation of sensitivity risks and tail risks of diverse asset classes,
-Generate and test risk neutral and real world economic scenarios,
-Update and enhance data, model assumptions and methodologies used in stress testing,
-Participate in developing dependency models aggregating different risk categories.
Qualifications:
-MSc or PhD (preferred) in a quantitative field;
-Solid understanding of basic financial engineering concepts such as risk neutral pricing, yield curve engineering and interest rate risk a must.
-Exposure to basic risk characteristics across broad range of asset classes desirable.
-Solid understanding of Monte Carlo simulation and Value at Risk.
-Solid understanding of factor models, risk attribution and risk aggregation.
-Strong communication skills.
-Must be a motivated team player with a desire to learn and enjoy being challenged beyond routine job functions.
-Familiarity with insurance industry desirable.
-Programming skills VBA, SQL, C/C++/C#, HTML/JavaScript, R, Matlab, UNIX.
If you fit the above candidate background please send all applications by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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