Financial and Actuarial Mathematics
Our client is a successful research provider in the field of quantitative investment strategies generated by mathematical forecasting models. For the team based in Vienna we are looking for experienced
Quantitative Researchers (f/m)
In this highly challenging position you are responsible for the design and implementation of trading models and portfolio construction methodologies basically for the Hedge Fund industry. Furthermore you ensure that risk-return characteristics of the different strategies are consistent with the specific portfolio guidelines, objectives and external regulations.
We are looking for top scientists, preferably PhD (also candidates) or post-docs, with outstanding research experience in mathematical modelling, analysis on time series and statistics on large data sets. General knowledge of capital markets or a financial background is an advantage but not mandatory. We welcome candidates who hold a university degree from various disciplines in the field of natural sciences and therefore possess a strong mathematical background and solid programming experience in R or any other modelling language. You bring along strong methodical problem solving and numerical reasoning skills and a strategic, critical and analytical mindset. Moreover you enjoy being part of a highly professional and dynamic team. You speak English fluently.
Interested in working in a motivating environment with great personal growth and career opportunities? Then we are looking forward to receiving your application quoting the reference 51898 number to our consultant:
IVENTA Management Consulting GmbH
Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.
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