FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 
2010-05-17

Senior Researcher in Computational Finance (m/f)

Fin4Cast, a quantitative research company is seeking a dynamic Senior Researcher to join the team in Vienna. Fin4Cast is a research provider in the field of quantitative investment strategies. Our services include the development of quantitative analysis based portfolios. 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.
If you feel that you would like to work in a leading-edge, dynamic organisation with a young, pro-active team of individuals to help us continue our success, this opportunity will suit you.

The Role Involves

  • Participate in the development of quantitative systematic forecasting models used in managed futures / global macro strategies. Responsibility for the quality of those models.
  • Continuous verification and adaption of mathematical algorithms used in order to ensure model quality and efficiency according to the current markets.
  • Effectively manage the model’s risk characteristics
  • Post-trade analysis, risk and return attribution, proposal for the continued improvement of the trading strategiesnges.
  • Close cooperation with our clients in all strategies implementation related matters.
  • Participation in quantitative finance related congresses / conferences in both roles, as speaker and as delegate.
  • Marketing and client service, including presentations to client base.

Requirements

Skills and Attributes

  • Essential
    • Attention to detail and good judgment and timely decision making abilities are critical
    • Strong organization skills and the ability to work on multiple projects simultaneously
    • Outstanding Programming and development skills, preferably including R, MATLAB, C/C++ or other modelling languages

Experience

  • Essential
    • At least 7 years’ experience in quantitative modeling of futures markets
    • Experience with modelling and configuration of large-scale problems
    • Experience with efficient management of model / market risk
    • Strategy development
  • Desirable
    • Futures trading experience
    • Familiarity with latest academic literature on time series analysis
    • Experience in optimization techniques, including non-linear

Qualifications

  • Essential
    • PhD in mathematics or mathematical sciences
    • Advanced degree in a quantitative discipline

This is a demanding, exciting and challenging role and an excellent opportunity to join a growing company where your skills and initiative will be recognized and well rewarded. In the first instance, please submit your CV and cover letter to: alfred.gmeiner-ghali@fin4cast.com.

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

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