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