Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM
 
2023-05-09

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

Senior Front Office Quant

Vienna - Full-time employment

Summary

BlueBalance Capital is an independent, owner-managed alternative asset management company based in Vienna. The firm specializes in an investment approach that seeks to monetize dislocations, relative value, and behavioural biases in derivatives markets. Our founding partners have extensive experience in derivatives from both a buy-side as well as sell-side perspective.

We are looking for a Senior Front Office Quant to join our portfolio management team in Vienna. The successful candidate will help building our quant technology infrastructure, develop risk models and portfolio management tools, develop trade ideas and work closely with the portfolio managers on a day-to-day basis. As a Senior Front Office Quant at BlueBalance Capital, you will have the opportunity to work with a team of experienced professionals who are passionate about what they do.

Requirements

  • A MSc/PhD in finance, financial engineering, math, computer science or other STEM related field
  • 3+ years of experience in pricing or risk-management of financial derivatives (trading, structuring or risk management background)
  • Sound programming and technology skills (e.g., C#, C++, Java, Python, R). Experience in OO programming desired
  • Exposure to Web Development Frameworks (e.g., Shiny, Django, Flask) is a plus
  • Knowledge of relational databases and maintaining ETL processes
  • Strong risk mitigation and risk management mindset
  • Excellent numerical skills and the ability to communicate clearly and effectively
  • Self-motivated and driven Team player

Benefits

  • Competitive compensation
  • Collaborative work environment and flat hierarchies
  • Great career development opportunities
  • Results-oriented, flexible work environment with a central office in the heart of Vienna
  • Work alongside senior quants and portfolio managers in a fast-paced, highly technical Environment

Contact

We are looking forward to receiving your application including a motivation letter & CV at
careers@bluebalancecapital.com

At the application please refer to the FAM-jobs webpage.