Senior Quant Developer (f/m) within the team „Regulatory and Quantitative Risk Analytics“

  • n.a.
  • Munich, Bavière, Allemagne
  • CDI, Plein-temps
  • IDS GmbH - Analysis and Reporting Services
  • 15 août 17

IDS GmbH - Analysis and Reporting Services (IDS) is a wholly owned subsidiary of Allianz SE offering a full range of managed services encompassing Data Management, Risk Controlling, Performance Analysis and Reporting for investments. As a one-stop shop for custom analysis and reporting solutions, IDS provides scalable capabilities to handle any production volume.

Allianz is the home for those who dare – a supportive place where you can take the initiative to grow and to actively strengthen our global leadership position. By truly caring about people – both its 85 million private and corporate customers and more than 142,000 employees – Allianz fosters a culture where its employees are empowered to collaborate, perform, embrace trends and challenge the industry. Our main ambition is to be our customers’ trusted partner, instilling them with the confidence to grow. If you dare, join us at Allianz Group.

IDS GmbH - Analysis and Reporting Services (IDS) is a wholly owned subsidiary of Allianz SE offering a full range of managed services encompassing Data Management, Risk Controlling, Performance Analysis and Reporting for investments. As a one-stop shop for custom analysis and reporting solutions, IDS provides scalable capabilities to handle any production volume. Asset Managers, Institutional Investors and Custodians rely on IDS as an internationally operating partner for dependable long-term support. The key advantage of IDS is a comprehensive coverage of business processes along the entire investment value chain. Backed by specialized technical and industry expertise, IDS delivers rapid results, while our clients concentrate on their core business as well as getting a decisive leg up on the competition.

Your new duties and responsibilities

  • Design and implementation of mathematical models for various financial markets focused on fixed income
  • Development and implementation of Quality Control processes across all aspects of market data
  • Expansion and maintenance of calculation engine to meet regulatory- and/or customer requirements
  • Functional and technical data analysis 
  • Quality assurance and sign-off on market data used for risk capital calculations and economic scenario generation

Required qualifications and experience

Required: 

  • University degree in Mathematics / IT / Economics or comparable 
  • Knowledge of financial mathematics (focus: market data, fixed income)
  • Profound experience with market data and market risk 
  • Proven track record of C++ programming and knowledge of QuantLib (interfacing with Oracle DB is a plus)
  • Strong service attitude and process orientation 
  • Entrepreneurial and network minded 
  • Excellent communication skills to successfully convey professional and technical concepts to informed customers
  • Strong team player 
  • Fluent in English and German 
  • Short till medium availability 

Desired: 

  • Working knowledge and experience with market data providers like Bloomberg and Thomson Reuters
  • Excel/VBA/PL-SQL programming (especially interfacing with Oracle DB)

Additional Information

Reference Code: AZSE-3876940-7

We are looking forward to receiving your application.

Allianz Group is committed to employment equity and therefore welcomes applications from men and women regardless race or ethnicity, age, nationality, religion, disability, sexual orientation or philosophy of life.

IDS GmbH - Analysis and Reporting Services
München

www.allianz.com/careers