Financial Engineering - Interest rate / Credit / Xva Quant Financial Engineering - Interest rate / Credit /  …

Mediobanca
in Milan, Lombardia, Italy
Permanent, Full time
Last application, 26 Jul 21
competitive
Mediobanca
in Milan, Lombardia, Italy
Permanent, Full time
Last application, 26 Jul 21
competitive
Posted by:
Carlotta Reale • Recruiter
Mediobanca
Posted by:
Carlotta Reale
Recruiter
The Financial Engineering team is part of Front Office and is responsible for the development of mathematical models aimed at pricing complex financial products. Our main clients are trading desks and risk management offices. We work within an advanced C++ framework and have a strong scientific background.

The role: The candidate will work in the interest rate / credit / XVA quant sub-team within the Financial Engineering area, to support and cooperate with interest rate / credit desks. Working within an advanced C++ framework, the candidate will deeply interact with trading desks (IR and credit), supporting the implementation of new mathematical pricing models and new products for trading purposes.The reporting line will be to the head of IR/Credit/XVA Financial Engineering team.

Location: Mainly in Milan with some sporadic visit in London subsidiary

Core requirements: A college degree / master / Ph.D. in Applied Mathematics, Physics or Engineering is strongly preferred. Excellent knowledge in the subjects of mathematical finance, stochastic calculus and numerical methods, with special emphasis on interest rate / credit derivative fields Some exposition/experience in financial engineering area or in front office desks in primarily financial institutions, with a specific focus on interest rate and/or credit derivative products and/or XVA calculations, is strongly preferred.

IT requirements: Good C++ coding knowledge Good knowledge of Windows and Unix operating system is a plus Knowledge of Murex and/or FIS frameworks will be considered a plus

Other: Good English knowledge Positive inclination toward teamwork and good communication skills Strong motivation to self-improvement

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