Quantitative Analyst Quantitative Analyst …

in Milan, Lombardia, Italy
Permanent, Full time
Last application, 14 Aug 19
in Milan, Lombardia, Italy
Permanent, Full time
Last application, 14 Aug 19
Posted by:
Posted by:
A great opportunity to join a successful and expanding Quant Team, with responsibility to developing financial analytics for the whole StatPro Group. The candidate is expected to demonstrate a high degree of numerical, verbal and analytical competence and possess the aptitude for learning quickly.
  • Support, maintain, and enhance the financial libraries used in StatPro,

            - QuantLib: the open-source financial library

            - QuantKit: the StatPro proprietary financial library

  • Conduct research, prototype, and implement financial models for equities, FX, fixed-income, commodities, and credit derivatives
  • Conduct research, prototype, and implement analytics for risk management
  • Analyze, interrogate, and manage market data to extract valuable information
  • Detailed investigation of problems, both methodological and technical, related to financial instruments
  • Liaise with the data-management and client support desk to support fixes and enhancements


Essential Requirements

  • A degree in a numerate subject such as Physics, Math, or Financial Engineering
  • Strong numerical and statistical skills
  • Good analytical skills
  • An eagerness to keep learning
  • Fluent in English or Italian


Preferred Requirements

  • PhD
  • Knowledge of basic pricing models
  • Knowledge of Python and C++
  • Experience with QuantLib



  • Attention to details, thorough
  • Good team player and willingness to take responsibility
  • Ability to communicate with company's staff at all levels
  • Eager to learn
  • Resourcefulness to collect information from a broad range of sources in order to support analysis
  • Ability to plan/organize the workload


To apply please send your CV to recruitment@statpro.com and davide.borrello@statpro.com