Download financial engineer / front office quantitative researcher

At Raiffeisen Centrobank, the equity house of Raiffeisen Bank International Group, we focus on equity trading and sales, structured products 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.
We are looking for a motivated Front Office Quant to support our equity market making and trading business in Vienna:
FINANCIAL ENGINEER /
FRONT OFFICE QUANTITATIVE
RESEARCHER
Within the trading department you will support our team with your
analytical skills on the following tasks:
– Research, idea generation and prototyping of quantitative equity and derivatives trading strategies
– Modelling pricing inputs (e.g. dividends, volatility) and improve pricing platform in close collaberation with traders and programmers
– Develop and maintain quantitative pricing models and hedging approaches
for equity and commodity derivatives in collaboration with trading and risk management
Qualifications/Requirements:
– Profound knowledge in a technical area, quantitative finance, mathematics
– Technical knowledge of derivatives pricing and modelling
– Broad knowledge of Equity Products, Derivatives, Structured Products, Securities Trading and Financial Markets
– Experience with statistical modelling and data set analysis
– Programming skills: R or Matlab or Python, SQL or equivalent
– 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
– University degree with technical or mathematical focus
We are legally obliged to mention that this position is paid according to banking collective agreement on the basis of EUR 32.507,16 annual gross
salary. An appropriate overpayment according to work experience and
qualification is provided.
If you are interested to join a dynamic organisation email your detailed application to:
Raiffeisen Centrobank AG
Eleonore Leder, Tegetthoffstraße 1,
A-1015 Wien
E-mail: [email protected]
www.rcb.at