FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 
2017-03-17

STELLE NICHT MEHR VAKANT - BITTE NICHT MEHR BEWERBEN!!!

At Raiffeisen Centrobank, the equity house of - Raiffeisen Bank International Group, we focus on - equity trading and sales, structured products and company research - working closely together for - the benefit of our clients. That makes us one of the - leading investment banks in Austria and CEE.

We are looking for a motivated Front Office Quant - to support our equity market making and trading business in Vienna:

Front Office /
Quantitative Developer

Within the trading department you will support our team with your analytical skills on the following tasks:

  • Research, idea generation and prototyping of quantitative equity and derivatives trading strategies
  • Build and enhance front office trading and market making algorithms and related front office tools
  • Modelling pricing inputs (e.g. dividends, volatility) and improve pricing platform and workflow in close collaberation with traders and programmers
  • Develop and maintain quantitative pricing models for equity derivatives in collaboration with trading and risk management

Qualifications/Requirements:

  • Profound knowledge in a technical area, quantitative finance
  • Technical knowledge of derivatives pricing and modelling
  • Broad knowledge of Equity Products, Derivatives, Structured Products, Securities Trading and Financial Markets
  • Experience with statistical modelling and data set analysis
  • Programming skills: SQL, VBA (Excel), R and object-oriented programming (Java, C++), design patterns, data modelling, algorithm development
  • Solid understanding of relational database technologies (preferably Oracle)
  • Excellent communication skills: ability to work with different teams – (Trading, IT, Risk)
  • Ability to work under pressure and excellent attention to detail
  • Highly motivated teamplayer
  • Excellent command of the English language; German language skills appreciated
  • University degree with focus on finance and/or quantitative studies

We are legally obliged to mention that this position is paid according to banking collective agreement on the basis of EUR 32.507,16 annual gross salary. An appropriate overpayment according to work experience and qualification is provided.

If you are interested to join a dynamic organisation – email your detailed application to:

Raiffeisen Centrobank AG
Eleonore Leder
Tegetthoffstraße 1, A1015 Wien
E-mail: recruiting@rcb.at

http://www.rcb.at/

Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.