Senior Risk Specialist

Nasdaq Omx Stockholm / Företagsekonomjobb / Stockholm
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The NASDAQ OMX Group, Inc., fuels economies and provides transformative technologies for the entire lifecycle of a trade - from risk management to trade to surveillance to clearing. In the U.S. and Europe, we own and operate 24 markets, 3 clearinghouses and 5 central securities depositories supporting equities, options, fixed income, derivatives, commodities, futures and structured products. Our technology drives more than 70 marketplaces in 50 developed and emerging countries into the future, powering 1 in 10 of the world's securities transactions. Welcome to where the world takes a big leap forward, daily. Welcome to the NASDAQ OMX Century. To learn more, visit www.nasdaqomx.com

As Senior Risk Specialist you will develop models to quantify risks within the Clearing house including margin models, parameters estimation, back testing, stresstesting and sensitivity analysis for the models.

Take part in development of reporting and quantitative analysis tools for the Risk Management team.

Modify excisting risk management models and tools to meet requirements of EU regulation for Central Counter Parties (CCP).

Qualifications:

• PhD in Probablility theory and Mathematical Statistics with application to Financial Mathematics
• More than 10 years experience in financial markets, including derivatives
• More than 5 years experience in risk management, especially for Clearing houses
• Advanced programming skills in C#/C++, incl GUI application development for SQL and development of stastical procedures
• Experience in databases administration and development
• Advanced user of MatLab and R, including scripting
• Knowledge of EU regulation devoted to CCP
• Good English skills

Publiceringsdatum
2013-04-02

Arbetstider och omfattning
Tillsvidare
Heltid

Tillträde
Omgående

Ersättning
Fast lön

Så ansöker du
Ange följande referens när du ansöker: Senior Risk Specialist
Ansökan kan skickas till e-postadress: michaela.krantzeriksson@nasdaqomx.com

Kontakt
HR Michaela Krantz Eriksson 08-4057116

Företag
NASDAQ OMX Stockholm

Adress
NASDAQ OMX Stockholm
10578 STOCKHOLM

Kontorsadress
Tullvaktsvägen 15

Övriga kontaktuppgifter
Telefonnummer: 08-4056000

Jobbnummer
1510021

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