Would you like to learn about the fascinating tasks of a financial engineer in the context of a working student? We offer interesting and challenging responsibilities in a pleasant working environment.
You will support our valuation services team in implementing the valuation models of complex and illiquid financial instruments and will deal with risk management as well as projects related to valuation and risk. You will learn the daily tasks of quantitative analysts/financial engineers and how theoretical valuation models are applied in practice. After prior agreement, we offer external supervision of diploma/master's theses covering a theoretical or practical financial market topic. Furthermore, there is the possibility to join our quant team after graduation with a competitive salary.
Your tasks:
- Market data research in Bloomberg and Refinitiv
- Performing market conformity checks for OTC deals (interest rate swaps, CDS, swaptions, FX-options)
- Development and implementation of valuation algorithms
- Calibration of valuation models
- Supporting our quant-team in their daily portfolio valuation
Your profile:
You are currently a graduate student with a finance focus – business, economics, mathematical economics or business informatics. You already have a good understanding of capital markets, derivatives and financial mathematics.
Ideally, you will have already applied your analytical thinking and independent working in those areas during internships. You stand out with your systematic and results-oriented approach, as well as your communicative skills. Good English and standard IT competencuies (MS Office, esp. Excel) top off your profile. Knowledge of common instruments and models, exotic options, numerical methods, Monte Carlo simulations and stochastic processes, and/or programming abilities (VBA, Matlab, C++, Java) are advantageous.
Your availability:
Are you available for a minimum of 12 months?
