For our office in Milan, we are looking for a financial engineer to join the quantitative team in developing, testing and integrating financial models in the LIST Financial Libraries (C++) and risk management solutions.
The candidate will interact with other quants on IR / Credit / Equity / FX area, supporting the implementation and integration of new mathematical pricing models and new products for trading / risk management purposes.
Technical requirements :
Advanced C++ object oriented coding with knowledge of template programming and design patterns;
Ability to compile and deploy software on Windows and Unix environment;
Knowledge of prototyping environment like MSExcel, Matlab and Python .
Financial requirements :
A college degree / master / Ph.D. preferably in Applied Mathematics or Physics is required.
Experience in Financial Engineering / Risk Management area in financial institutions is considered a plus, with a specific focus on developing proprietary libraries and models for risk management systems.
Good knowledge of mathematical finance and numerical simulations , with emphasis on numerical integration and technological issues is highly appreciated.
Good English knowledge.
Good communicative and teamwork skills.