Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM
 
2011-02-21

Our client is a global asset management firm with a long and successful track record in quantitative hedge funds. They are focused on the development of the best research and trading infrastructure. For their research team based in Vienna, Austria, they are looking for a

Senior Quantitative Analyst (m/f)
Portfoliomanagement

This position requires an experienced portfolio manager with research, development and management skills. It’s an ideal opportunity for a confident professional having prior experience with quantitative trading.

Field of responsibility

  • Design and implementation of trading models and portfolio construction methodologies
  • Ensure that risk-return characteristics of the strategies are consistent with the portfolio guidelines, objectives, and external regulations
  • Support and contribute to improving the investment process in the area of alpha signal generation, profit attribution analysis, and risk reporting
  • Presentations and meetings with current and prospective investors and clients
  • Mentoring and teaching the team

Job requirements

  • PhD degree in mathematics or natural sciences
  • At least 5 years proven experience as a quantitative portfolio manager
  • Experience with modeling of large-scale problems
  • Solid programming and development skills (C/C++, Matlab, R, etc.)
  • Strong, methodical problem solving abilities
  • Futures trading experience is advantageous
  • Good teamwork skills
  • Excellent English skills
  • Speaking German is desirable
  • Willingness to travel

If you would like to work within a leading-edge, blue-chip investment advisor with a dynamic and growing organization, and an experienced, highly educated, pro-active team of individuals, this vacancy will suit you.

Please apply online at http://deloitte.recruitingservices.at, ID-Nummer: 2289. If you have any further questions please do not hesitate to contact Christina Steiger (+43/1/53700-2527) or Andrea Mischinger (DW 2529).

Deloitte
Recruiting Services
Renngasse 1
1010 Wien

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