Quantitative Developer for Global Investment Bank | Milan recruitment
Therefore there are three openings. One is for a senior quant analyst who has a background in counterparty and market risk methodology. The others are in the risk department and require a grounding in some of the more quantitative techniques and C++ programming.
The roles will report directly into the head of risk analytics and quant analysis and will have regular meetings with the CRO and other senior stakeholders. These teams have typically fed into trading roles but due to the diversity of this particular group you will be able to gain valuable exposure to CVA trading activities, exposure management, market risk and quantitative analysis.
The ideal candidates will have the following skills and experience:
• MSc/PhD in a quantitative subject such as mathematics, physics, quantitative finance etc
• Excellent C++ experience
• Knowledge of handling large datasets through econometric techniques
• Excellent grounding in counterparty risk and market risk methodology around VaR models, pricing etc
This is one of the best performing groups in Milan and Europe, and in this position you will progress in terms of responsibility and seniority extremely quickly. Therefore if you are interested in this position then please apply directly to this advert by sending your updated CV to risk@selbyjennings.com.