FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 
2010-03-08

Researcher in Computational Finance /
Quant Portfolio Analyst (m/f)

A quantitative research company is seeking top researchers to join their team based in Vienna. If you feel that you would like to work in a leading-edge, dynamic organisation with a results oriented team of professionals this vacancy will suit you.

fin4cast is a research provider in the field of quantitative investment strategies. Our services include the development of portfolios based on quantitative analysis. This is an exciting opportunity to join a small and highly specialized team of professionals that is focused on the development of the best research infrastructure.

The Role
We are looking for top class mathematicians and scientists to work with us in modern quantitative finance. Our researchers participate in novel financial analysis and development efforts that require significant application of mathematical modelling techniques. The position involves working within the futures research team; there is also significant interaction with our clients who perform trading, portfolio management and equities research teams. The objective is the development of innovative strategies for producing alpha in the futures, currency, fixed income markets.
In addition, the role involves statistical analysis of portfolio risk and returns, involvement in the portfolio management process and monitoring and analysing transactions on an ongoing basis.

The Individual
The successful candidates will have a first class degree and practical science or engineering problem solving skills through a PhD in mathematics or mathematical sciences, together with excellent all round analytical and programming abilities. Candidates with 5 or more years of demonstrated, futures strategy development experience may qualify for a more senior research role.
The following skills are also prerequisites for the job:

  • Research with significant mathematical modelling content, analysis and statistics on large data sets
  • Solid programming experience, preferably in R or other modelling languages
  • Experience in development of futures strategies or portfolio analysis is desirable but not required. Related experience with equities strategies is also desirable.
  • Knowledge of alternative investments or a general financial background is desirable but not required
  • Good team work skills
  • Strong, methodical problem solving and numerical reasoning skills are a must
  • Strategic, critical and analytical mindset

We are offering a stimulating environment with exciting personal growth and long-term career opportunities.

If you believe that you are a motivated individual with the above qualifications and this opening sounds challenging, please submit your CV to alfred.gmeiner-ghali@fin4cast.com.

Fin4cast Data Research Services GmbH & CO K
Modecenterstraße 14
1030 Wien

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