[Quantlib-jobs] Asset Allocation Quants - Milan - Negotiable salary

[Job 1. <jo...@am...>]

ASSET ALLOCATION QUANTITATIVE DEVELOPERS/ANALYSTS - MILAN - Negotiable salary

The Company
A primary Italian Asset Management house based in Milan is looking for two
junior/senior analysts/developers to help developing quantitative asset
allocation tools in a dedicated team.

The Role
- You will be charged with the actual implementation of asset allocation
models developed in cooperation with the Quantitative Research Team
- You will help deliver asset allocations tools in a web-based environment
cooperating with the Application Development Team
- You will also contribute to the knowledge sharing team approach (high
quality documentation, internal training, etc.)

Your Profile
The candidates must have:
- Strong academic Mathematics, Science or Economics background
- Good programming skills in C++ and/or MatLab
- Understanding of CAPM, APT, Black-Litterman
- 2+ years of work experience in the financial industry (investment bank,
trading desk, asset management, hedge fund)

The candidates should have:
- Good programming skills in Excel/VBA
- Working knowledge of SQL databases

To apply please send your resume to the email address: jo...@am...