Sunday, August 5, 2012

Quantitative Analyst

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Jul 30, 2012

Aug 13, 2012


Salary: 50,000 - 75,000 euros
Exceptional Bonus
Excellent benefits

Location: Italy, Milan

This global Tier One Bank has recently increased investment into their Milan arm and specifically their Market and Counterparty risk teams.

This has meant that a VP level Quant Analyst vacancy has occurred due to the recent expansion. The successful candidate will report into the head of Market Risk Methodology and will have a dotted line into the Head of Risk Analytics. You will have 2 direct reports and the role will be developing over the next 6 months into an SVP role.

The ideal candidate will have:
- Excellent C++ skills
- Good knowledge of Econometric/Statistic techniques and handling large datasets
- MSc/PhD in quantitative subject such as Comp Finance, Mathematics, Stats, Physics etc
- Good knowledge of VaR/CCR/SVaR methodology
- Grounding in pricing and risk modeling
- The ability to learn new techniques very quickly

If you are interested in this opportunity then please apply directly to [click on "Apply Online" button]

Selby Jennings is the foremost provider of recruitment solutions to global financial institutions across Europe, the US, Asia and the Middle East. We work with a diverse range of clients, including investment banks, hedge funds and fund of funds, asset management, M&A, corporate finance and private equity financial consultancies and trading houses. Covering both contingency and retained recruitment services, we offer our clients an industry leading marketing driven operation, as well as a search and selection service to ensure we access the best and most relevant pool of candidates for every assignment. Please call a member of the team on to find out more

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