Junior Quantitative Analyst
- Milan, Lombardia, Italy
- Permanent, Full time
- 12 Sep 16
StatPro Italia is hiring a junior quantitative analyst in the quantitative research team in charge of the definition and the prototype of quantitative models for pricing and risk analytics
Title: Junior Quantitative Analyst
This is an opportunity to join a successful and expanding Quant Team, with responsibility to developing financial analytics for the whole StatPro Group. It is essential that the candidate can demonstrate a high degree of numerical, verbal and analytical competence. Experience of working within an investment bank would be desirable but not essential. You should be enthusiastic and a strong communicator, you will need to possess the aptitude for learning quickly.
Reporting To: Head of Quantitative Research
StatPro Italia is hiring additional quantitative analysts to work closely with the development of StatPro's financial and risk analytics.
- Researching and prototyping pricing functions for equities, FX, fixed-income, commodities, and credit derivatives
- Researching and prototyping state-of-the-art analytics for risk management
- Support the developers in the enhancement and maintenance of the financial libraries used in StatPro: QuantLib: the open-source financial library (www.quantlib.org),QuantKit: the proprietary C++ financial library,PyRisk: the risk-management library written in python
- Detailed investigation of problems, both methodological and technical related to the pricing of financial instruments
- Liaise with the data-management and client support desk to support fixes and enhancements
- A degree in a numerate subject such as Physics, Math, or Financial Engineering.
- Knowledge of option pricing models for equities, FX, fixed income, and credit derivatives
- Knowledge of C++ or other object oriented programming tools.
- Strong numerical and statistical skills
- Good analytical skills
- Ability to document concisely and accurately
- An eagerness to keep learning
- Fluent in English or Italian
- A PhD from a top institution.
- Knowledge of Python and ipython notebook
- Experience with QuantLib (www.quantlib.org)
- Knowledge of QuantLibAddin/QuantLibXL
- Knowledge of Excel add-ins
- Attention to details, thorough
- Good team player and willingness to take responsibility
- Ability to communicate with company's staff at all levels
- Eager to learn
- Ability to plan/organize and prioritise the workload
- Resourcefulness to collect information from a broad range of sources in order to support analysis
To apply please send your CV to firstname.lastname@example.org.