Quantitative Developer

Italy
Full Time
Mid Level

Confluence is a global technology solutions provider delivering innovative products to the worldwide money management industry, to meet asset managers and service providers performance, reporting, analytics, risk and data needs. Confluence offers its clients a broad range of data-driven managed investment solutions including post-trade regulatory and shareholder reporting, performance and attribution, portfolio analytics, and asset data services and data management, delivering a full technology suite to the front, middle and back office.  Headquartered in Pittsburgh, PA, Confluence services over 400 clients in 39 countries, with locations across Europe, North America, South Africa, Australia and Asia.

This is a great opportunity to join a successful and expanding Quant Team, with responsibility to developing financial analytics for the whole Confluence Group. The candidate is expected to demonstrate a high degree of numerical, verbal and analytical competence and possess the aptitude for learning quickly. The position can be remote, or in-office/hybrid in Milan.

Responsibilities:

  • Support, maintain and enhance the financial libraries used
    • QuantLib: the open-source financial library
    • QuantKit: the Confluence proprietary financial library
  • Implement and maintain analytics for risk and liquidity management, including model validation for equities, FX, fixed-income, commodities, and credit derivatives
  • Analyze, interrogate, and manage market data to extract valuable information, perform data quality checks and process automation
  • 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, Financial Engineering or Financial oriented Computer Science
  • Knowledge of Python and C++
  • Strong numerical and statistical skills, good analytical skills
  • An eagerness to keep learning and innovate
  • Good English skills

Preferred Requirements:

  • Knowledge of basic pricing models
  • Experience with QuantLib

Personality:

  • 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 and innovate
  • Resourcefulness to collect information from a broad range of sources in order to support analysis
  • Ability to plan/organize the workload

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