2007-09-05

Quantitative Analyst for Structured Credits

Bawag P.S.K., who is owned by an American investment company, is an active player in the market for structured credits since 1999. It is our goal to continue having a level playing field with international investment banks from a modelling perspective. To complement the existing team, we advertise a position as a Quantitative Analyst for structured credits.

Tasks
For our team for risk management and valuation of structured credits, we look for a high profile financial mathematician, who covers

• design of valuation models
• implementation of valuation models
• design of efficient market neutralization strategies
• design of hedging and portfolio insurance strategies
• improvement of existing models and publication of results in renown literature

You will work in a dynamic and flexible team of professionals and will have very close ties to the management board. We offer a highly competitive salary for this position.

Profile
Successful candidates will meet the following criteria

• PhD-level education in mathematics / physics or finance
• track record of previous work in the area of structured credits / arbitrage pricing / asset pricing / design of hedging strategies, ... e.g. as the author of respective articles
• outstanding references from well known faculty members
• strong interest in linking theory to praxis
• programming skills
• previous exposure to financial markets is of advantage

If you feel you meet the above criteria and are interested in helping advance our quantitative models to international state-of-the-art levels and higher, contact robert.bruckner@bawagpsk.com or call +43.1.53453 ext. 33823 before 30 September 2007.

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