Development, Milan, Italy
This is an opportunity for a Quantitative Analyst 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.
* 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 based on QuantLib
+ PyRisk: the risk-management library written in python
* 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
* 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 show us why you should join our Development team, contact us at [email protected].
We look forward to doing amazing things together.
- Implementing and acting in accordance with StatPro’s and client’s information security policies and IT procedures.
- Reporting security events, potential events or other security risks.
- Protecting assets from unauthorized access, disclosure, modification, destruction or interference
StatPro makes all employment decisions, including those related to hiring, firing, training, promotion, pay and benefits, without regard to gender, race, color, age, political opinion/affiliation, marital status, pregnancy, national origin/ancestry, religion/faith or lack thereof, citizenship, sexual orientation, gender identity, physical/mental disability, military/veteran status or any other basis prohibited by law.