Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM
 
2019-01-30

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, equity capital markets 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.

Front Office Quant -
Working Student (10 h/week, f/m)

We are looking for a motivated Intern to support our equity market making and trading business in Vienna.

Your 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
  • Model pricing inputs (e.g. dividends, volatility) and improve pricing platform and workflow in close collaboration with traders and programmers
  • Develop and maintain quantitative pricing models for equity derivatives in collaboration with trading and risk management
  • Build and maintain automated daily reports for the team, risk management and board

Your Qualification

  • You are currently pursuing a technical degree at university: Mathematics, Physics, Quantitative Finance
  • Technical knowledge of financial derivative pricing and modelling
  • 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 at least one object-oriented programming language (Java, C++, C#, Python), 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

Our Offer

  • Monthly gross income EUR 446,81 ("Geringfügigkeitsgrenze")
  • A challenging position in a dynamic team in one of Austria’s leading investment banks

We are proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to age, ethnicity, race or color, national origin, religion, political or other opinion, sex, sexual orientation or disability.

We are looking forward to your application on our
homepage: https://www.rcb.at/en/careers/.
[PDF of job-offer]
[Apply Now]
Raiffeisen Centrobank AG, Katja Zinke, recruiting@rcb.at

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