Investments Quantitative Analyst
Group Investment Management (GIM) is the Head office department in charge of supporting the Group Chief Investment Officer (GCIO) in the management and supervision of the ca. € 530 billion investment portfolio of the Generali Group.
Within GIM, the Investment Data Governance (GIDG) function is in charge of providing the GCIO and the Top Management of the Group with investment data and analytical support on Group investments. The function owns an extensive data warehouse on all Group investments and supports Head Office Functions on investments data management.
Candidate will join the Quantitative Analysis and Modelling unit and will be introduced to a career focused on financial instruments modelling, investments data management, data analysis and monitoring of one of Europe's largest investment portfolios.
Candidate activities include:
- Analysis and monitoring of reference and market data as well as pricing functions and stress test outputs
- Analysis and modeling of investments with focus on derivatives and structured products
- Maintenance and enhancement of pricing models
- Validation of pricing functions and stress test outputs
- Functional interface with Investment IT team throughout the entire software development life-cycle
- Support Risk Management activities
- Interface with other Group and Local Unit Investment Departments and as well other Head Office areas (mainly GCFO and GCRO area)
The ideal candidate will meet the following requirements:
- University Degree in Economics, Science, Engineering or similar
- Strong quantitative skills with special interest in applied mathematics, investments and problem solving
- Post degree education on investment focus (CFA, CQF, FRM, PHD,..) is a plus
- Basic knowledge of financial instruments reference data and markets are required. Experience of at least 3-4 years in financial data analysis and/or pricing algorithm implementation would represent a preferential factor.
- Proved good programming skills in object oriented languages (C++, python, java), computing environments (SAS, Matlab, R) and advanced knowledge of MS Office.
- Fluency in English is a requirement, other foreign languages are a plus
- 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