Quantitative Developer
Aktualisiert am 27.02.2025
Profil
Freiberufler / Selbstständiger
Remote-Arbeit
Verfügbar ab: 01.03.2025
Verfügbar zu: 100%
davon vor Ort: 100%
Quantitive Developer

Einsatzorte

Einsatzorte

Deutschland, Schweiz, Österreich
möglich

Projekte

Projekte

1 year 4 months
2023-11 - 2025-02

Derivatives Pricing

Quantitative developer C++ Python
Quantitative developer

Implementation of pricing routines for inflation derivatives

Implementation of pricing routines for credit derivatives

Calculation of sensitivities

C++ Python
Dekabank
1 year 9 months
2023-03 - 2024-11

Market Risk System

Quantitative analyst python
Quantitative analyst

Design of a system for market risk calculations for commodity derivatives

Prototype implementation

python
Amsterdam
7 years 8 months
2015-07 - 2023-02

Counterparty Credit Risk System

Quantitative developer C++ SQL
Quantitative developer

Implementation of internal model for counterparty credit risk

Instrument valuation

Sensitivity calculation

Market data sourcing

C++ SQL
Frankfurt am Main
8 months
2020-11 - 2021-06

Market Conformity

Business analyst Python SQL
Business analyst
Conception of tool to automate market conformity check
Python SQL
Frankfurt am Main
1 year 2 months
2014-05 - 2015-06

XVA Sensitivities

Quantitative analyst R
Quantitative analyst

Design of method for calculation xVA sensitivities

Implementation of prototype

Support of IT implementation

R
Milano

Aus- und Weiterbildung

Aus- und Weiterbildung

4 years
2021-11 - 2025-10

Physics

PhD, Freie Universität Berlin
PhD
Freie Universität Berlin
3 years
1998-10 - 2001-09

Physics

Diploma, LMU Munich
Diploma
LMU Munich
1 year 6 months
1997-04 - 1998-09

Physics

RWTH Aachen
RWTH Aachen

Kompetenzen

Kompetenzen

Top-Skills

Quantitive Developer

Programmiersprachen

C++
Java
Python
SQL

Riskmanagement

Market Risk
Counterparty Credit Risk

Branchen

Branchen

Banks

Einsatzorte

Einsatzorte

Deutschland, Schweiz, Österreich
möglich

Projekte

Projekte

1 year 4 months
2023-11 - 2025-02

Derivatives Pricing

Quantitative developer C++ Python
Quantitative developer

Implementation of pricing routines for inflation derivatives

Implementation of pricing routines for credit derivatives

Calculation of sensitivities

C++ Python
Dekabank
1 year 9 months
2023-03 - 2024-11

Market Risk System

Quantitative analyst python
Quantitative analyst

Design of a system for market risk calculations for commodity derivatives

Prototype implementation

python
Amsterdam
7 years 8 months
2015-07 - 2023-02

Counterparty Credit Risk System

Quantitative developer C++ SQL
Quantitative developer

Implementation of internal model for counterparty credit risk

Instrument valuation

Sensitivity calculation

Market data sourcing

C++ SQL
Frankfurt am Main
8 months
2020-11 - 2021-06

Market Conformity

Business analyst Python SQL
Business analyst
Conception of tool to automate market conformity check
Python SQL
Frankfurt am Main
1 year 2 months
2014-05 - 2015-06

XVA Sensitivities

Quantitative analyst R
Quantitative analyst

Design of method for calculation xVA sensitivities

Implementation of prototype

Support of IT implementation

R
Milano

Aus- und Weiterbildung

Aus- und Weiterbildung

4 years
2021-11 - 2025-10

Physics

PhD, Freie Universität Berlin
PhD
Freie Universität Berlin
3 years
1998-10 - 2001-09

Physics

Diploma, LMU Munich
Diploma
LMU Munich
1 year 6 months
1997-04 - 1998-09

Physics

RWTH Aachen
RWTH Aachen

Kompetenzen

Kompetenzen

Top-Skills

Quantitive Developer

Programmiersprachen

C++
Java
Python
SQL

Riskmanagement

Market Risk
Counterparty Credit Risk

Branchen

Branchen

Banks

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