Quantitative Analyst
Milano, Lombardia, Italy
EUR 38K-48K (estimate) Entry-level Full Time
Tasks
- Analyze input data and validate methodological soundness
- Build flexible model prototypes for data migrations
- Conduct root cause analysis and evaluate margin impact
- Describe and quantify production errors
- Develop independent efficient VaR models in Python
- Execute and document stress test back test and sensitivity test
- Identify and verify discrepancies vs production models
- Maintain Git versioning for code
- Perform model methodology documentation
- Produce internal model validation reports
Perks/Benefits
- Extra parental support days
- Health insurance
- Remote work flexibility
- Ticket restaurant
- Training and development programs
- Welfare plan
- Work-life balance programs
Skills/Tech-stack
Artificial Intelligence | At risk | Backtesting | Data Analysis | Data Quality | Git | Machine Learning | Python | Risk Management | SQL | Sensitivity Analysis | Stress Testing | Value-at-Risk
Education
Roles
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