Looking for a Quant Risk Developer!
At a Dutch Asset Manager, there is a need for a Quant Risk Developer role that supports the development of the quantitative risk models that are needed to launch or improve various business initiatives or regulatory requirements. You will be working with two senior Matlab prorammers and collaborate with them to code the quantitative risk models using their quantitative risk expertise in order to implement the best market practices in the financial risk related modelling.
What requirements do they ask for:
- An education in econometrics, mathematics, economics or other relevant study
- Extensive experience using Matlab
- Expertise in interest rate curve modelling, inflation and main risk related metrics
- A track record of system implementations with the Asset Management or Banking industry is a pre-requisite
Are the details mentioned above applicable to you and are you available immediately for a competitive hourly rate? Please do get in touch.