Financial Engineer – Interest Rate recruitment
We are currently searching for a financial engineer to support our interest rate trading desk.
Responsabilities:
Support the IR trading desk in the development of quantitative models / products
Develop and maintain the proprietary quant library in coordination with the rest of the team
Use and interpret the front office system of the bank (i.e. murex)
Technical Skills
Education: strong quantitative background; degree in physics, mathematics or equivalent. A Ph. D. would be an advantage.
Financial skills: good knowledge of basic IR models and quantitative finance
IT skills: strong IT skills with an emphasis on programming languages (C++ is a must). Design patterns knowledge would be a plus but not essential
Past experience: some professional experience in quantitative finance/financial engineering is a plus but not mandatory.
Personal skills
Good relational skill
Teamwork ability
Ability to work well under pressure
Goal oriented mentality
Other
Languages: English; Italian is a plus but not essential
Location: Milan