Quant Researcher

IIBA (International Institute of Business Analysis); Köln; Vor Ort; EUR 60.000 - 90.000; Vollzeit

Zusammenfassung

A leading international institute is seeking a Quantitative Modelling Analyst to play a key role in asset management strategies through data analysis and model development. The role offers competitive remuneration and is based in Cologne, Germany, where the candidate will work in a dynamic environment that encourages innovation in the financial industry.

Leistungen

Competitive salary

Dynamic work environment

Impactful project opportunities

Negotiable starting dates

Qualifikationen

• Proficient in probability, statistics, and econometrics.
• Knowledge of stochastic processes and optimisation theory.
• Experience with financial programming is beneficial.

Aufgaben

• Develop specifications and conduct data analysis for asset models.
• Engage in code implementation and model design.
• Carry out quarterly calibration validations.

Kenntnisse

Problem-solving

Self-motivation

Software development interest

Ausbildung

Graduate degree in mathematics

Graduate degree in finance

Graduate degree in economics

Tools

Mat-lab

Julia

Python

C

C++

Jobbeschreibung

Position Summary:

As a Quantitative Modelling Analyst, you will play a critical role in analysing data, developing specifications for market variables and asset models, You will be working on complex algorithms for asset management's strategies. You will do this through building models that can predict the prices of securities and macro movements within the market.

Essential Responsibilities:

• Develop specifications and conduct data analysis in order to construct asset models and market variables.
• Engage in code implementation and modelling design.
• Research, construct, and utilise stochastic financial models.
• Implement asset models and pricing algorithms using software
• Providing estimating and re-calibration tools.
• Carry out validations of quarterly calibrations.

Requirements:

• A graduate degree in mathematics, finance, or economics.
• Understanding in probability and statistics, econometric, stochastic processes, optimisation theory, differential equations, and numerical analysis are advantages. Proficiency with continuous time finance theory is also required.
• Fundamental knowledge of derivatives, fixed income, credit, equities, and inflation in the financial markets.
• Excellent problem-solving abilities and a self-motivated approach.
• The capacity to function autonomously and carry out specific instructions with effectiveness.
• Keen interest in software development and familiarity with languages like Mat-lab, Julia, Python, C, and C++.
• Prior expertise with financial or mathematical programming.
• It is beneficial if you've got prior experience with economic scenario generators.
• Proficiency in English.

What They Offer:

• A competitive salary commensurate with experience and background.
• The opportunity to work in Cologne, Germany, at the heart of their European operations.
• A dynamic and supportive work environment where innovation and creativity are encouraged.
• The chance to work on projects that have a real impact on the financial industry.
• Negotiable starting dates.

Application Process:

If you are passionate about financial modelling and have a strong background in software coding, we would love to hear from you. Please submit your resume, explaining your interest in the position and your relevant experience to the email below: