2010-12-27

Quantitative Research & Development group provides quantitative analytical services to various other desks throughout Erste Group holding.

We are looking for a

Quantitative Analyst (m/f)

to join our highly dynamic team. The applicant should be able to face diverse challenges in a wide range of fields including portfolio management and optimization, quantitative support for various investment strategies as well as risk modeling.

Job description:

• Development and implementation of quantitative models for estimating   portfolio risk and return contributions expressed through economic capital and other risk-return figures
• Finding pricing, trading and hedging strategies for credit derivatives like bonds, CDS, CDOs as well as the ascertainment of the hedging costs
• Overseeing and providing interpretation of the model outputs to the clients
• Flexibility to improve and to adapt models to meet various client requirements as well as to stay consistent with external rules and regulations
• Stress - testing

Requirements:

• University degree in Mathematics, Physics or Statistics. Preferable several years of experience as a quantitative analyst
• Strong programming skills including R, SQL, PHP, VBA and optionally Unix, Java, Action Script, Perl and C#/C++
• In-depth knowhow in capital markets, especially credit derivatives
• Strong organization skills and ability to solve problems independently
• Working effectively under time pressure and on multiple projects simultaneously
• Eagerness to learn

 The position offers modern work equipment, an informal atmosphere and flexible working hours.

If you feel interested, please send your CV and cover letter to georg.wachberger@erstegroup.com

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