Specialist Risk Measurement
Kraków Specialist Risk Measurement
Kraków
NR REF.: 1112014
Your new company
An investment brand from Germany, market leader in the area of master-KVG is expanding its structures internationally. Therefore we are building new teams in Cracow!
Specialist Risk Measurement with English.
Key Responsibilities / Accountabilities
What you'll need to succeed
What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV.
Kraków
NR REF.: 1112014
Your new company
An investment brand from Germany, market leader in the area of master-KVG is expanding its structures internationally. Therefore we are building new teams in Cracow!
Specialist Risk Measurement with English.
Key Responsibilities / Accountabilities
- Performs processes and procedures in the qualified approach of market risk measurement according to the derivatives regulation for investment funds (value at risk, backtest, stress test, simulation analysis)
- Performs decomposition, modelling and integration of derivative securities und structured instruments into the daily process of market risk measurement
- Performs pre-trade eligibility checks of new assets with respect to the valid legal and technical requirements for risk management of investment funds
- Conducts assessments of the necessity and the applicability of the qualified approach for market risk measurement in the case of launching new investment funds or the conversion of existing portfolios (concept check)
- Answers ad-hoc inquiries and conducts calculations and analysis related to client reporting requests.
What you'll need to succeed
- Master’s degree or equivalent qualification in Finance, Economics, Business Mathematics, Business Administration or related subject
- Relevant practical experience in the fields of measurement of market risk and the validation of risk figures for multi-asset investment funds or other kind of multi-asset portfolios
- Excellent knowledge and understanding of the theoretical and empirical coherences of financial markets
- Good knowledge of the German and the European investment law
- Intermediate to advanced level in two or more programming languages like VBA, SQL, R, Matlab, Python or similar
- Results orientation, self-reliant working, outstanding quality and reliability, unsolicited communication, customer service focus
- Fluent in spoken and written English, good German language skills- as an asset.
What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV.
Prosimy o aplikowanie poprzez przycisk znajdujący się po prawej stronie ogłoszenia.
