Ekonomická a finančná matematika
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Quantitative Analyst, Horizon21
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Autor:  Polak [ Str Sep 24, 2008 10:54 pm ]
Predmet príspevku:  Quantitative Analyst, Horizon21

Ahojte,

V nasom teame Insurance-linked securities v spolocnosti Horizon21 je volna pozicia pre kvantitativneho analytika. Ak by ste mali zaujem, poslite Vase CVcko, motivacny list a kopiu diplomu na nizsie uvedeny mail. Ponuka je vhodna aj pre absolventa. Pripajam job description:


Quantitative Analyst

Your role:
— To support risk manager in all quantitative aspects of model developing, reporting
and analyzing of risks related to investments in insurance-linked securities (ILS)
— Maintenance and development of the ILS risk management and analytics platform
using internal and external risk models as well as state-of-the art software tools
— Maintenance of ILS database and reporting of risks of the ILS portfolios
— Maintenance and further development of simulation models for portfolio and single
transaction analysis
— Analysis of potential ILS investments in collaboration with portfolio managers


Your profile:
— University degree (Master or Ph.D.) in mathematics, ideally with specialization in quantitative finance or statistics
— Excellent mathematical and analytical skills
— Experience with Matlab and VBA programming, experience with Java programming
is welcomed, but not required
— Interest in financial market risk management and Monte Carlo simulation methods
— Ability to work on his/her own as well as in a small team
— Open mindset, accurate, persistent, innovative
— Good communication skills and fluency in English (oral and written)


Our offer:
— Work alongside of, and learn from talented, experienced professionals
— Inspiring and dynamic work place at the forefront of financial market developments
— Challenging tasks and job assignments
— Environment where empowerment, teamwork and personal enhancement prevail


We look forward to receiving your motivation letter, CV and diploma copies by e-mail.


Contact: Gabriela Rimkova
Direct phone: +421 2 3234 2052
E-mail: recruitment.sk@horizon21.com
Website: www.horizon21.com

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