Junior Quantitative Analyst

  • Competitive
  • Milan, Lombardia, Italy
  • Permanent, Full time
  • Statpro
  • 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

Job Description:

StatPro Italia is hiring additional quantitative analysts to work closely with the development of StatPro's financial and risk analytics.

Duties:

  • 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

Essential Requirements

  • 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

Preferred Requirements

  • 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

Personality

  • 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 davide.borrello@statpro.com.