the Milan-based investment bank of a primary Italian bank is looking for a
quant with strong C++/Excel development skills to join its prestigious
Financial Engineering team.
The mission is to bootstrap rate curves in about a dozen currencies using
QuantLibXL and the underlying C++ QuantLib analytics. Refactoring of the
framework is in the mission scope.
You will be required to also help with Murex integration of the same
curves; familiarity with LCH curve configurations is a plus.
The position offer senior guidance, stimulating environment, and
Send your CV for immediate consideration to ferdinando DOT ametrano AT
gmail DOT com.