Quantitative Analyst

Job title:

Company:

Generali

Job description

Within the Group Chief Investment function, we are looking for a talented and proactive resource to join the team and who will report to the Head of Quantitative Analysis and Modeling.Key responsibilities of the role will include:

Analysis and monitoring of reference and market data as well as pricing functions and stress test outputs
Analysis and modeling of financial instruments with focus on derivatives and structured products
Maintenance and enhancement of pricing models
Validation of pricing functions and stress test outputs
Act as functional reference with Investment IT team throughout the entire software development life-cycle
Support Head Office Functions
Interact with other Group and Local Unit Investment Departments and as well other Head Office areas (mainly GCFO and GCRO area)

Our ideal candidate will meet the following requirements:

Bachelor’s or Master’s Degree in Economics, Science, Engineering or any related field
Post degree education on investment focus (CFA, CQF, FRM, PHD,..) will be considered a plus
Strong quantitative skills with special interest in applied mathematics, investments and problem solving
Experience (up to 3 years) in financial data analysis and/or pricing algorithm implementation is preferred
Knowledge of financial instruments reference data and markets or experience in financial data analysis and/or pricing algorithm implementation is a plus
Programming skills in object-oriented languages (C++, Python, Java), computing environments (SAS, Matlab, R) and advanced knowledge of MS Office is a plus

Soft skills

Self-motivated, strong team working and interpersonal skills
Proactive, take over responsibility at a very early stage, flexibility
Solid problem solving and ability to perform well under pressure and against tight deadlines