- Engineering & construction
- Ict & tlc dept.
31.500 € - 38.500 €
Multinational company that is leader in the energy sector
- Design and implementation of current market risk tools working closely with our Risk Analysts. This includes the understanding and identification of inefficiencies in our valuation logic, developing plans for improvements, and following through with implementations;
- Expanding our risk libraries to handle new products and meet new requirements;
- Support and run processes for quantitative risk and risk management;
- Market data collection and analysis;
- Active co-operation with traders, middle office department and software developers.
- University degree in a scientific field (a degree in Computer Engineering is a plus);
- 1/3 years of experience as developer in a primary firm;
- Programming skills: excellent knowledge of at least one among MatLab, R, C/C++ , C#, Java, VBA;
- Advanced knowledge of SQL (Oracle, SQL Server);
- High analytical and excellent communication skills are essential in Italian as well as in English (both written and spoken);
- Good Background in Statistics and/or stochastic processes and/or machine learning;
- Ability to learn quickly and solve problems efficiently.