Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM
 
2015-07-02

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

At Erste Bank we want you to be yourself. Be emotional, be intelligent, be creative, be passionate, be accessible, be honest, be open, even be different. Be human. We firmly believe this will pay you dividends. We know it will for us.

Front Office IT Quant/ Trading (f/m)

Erste Group Bank AG is the corporate headquarter for a group of leading banks in Central and Eastern Europe (CEE), enjoying continued growth and stability in one of the most interesting and promising regions in Europe. We provide strategic leadership, central business functions and groupwide infrastructure, supported by bright and talented people sharing a common strategy.

Collateral Trading and Optimisation

The department "Collateral trading and optimisation" is responsible for trading fixed-income collateral (repos, securities lending) on behalf of Erste Group and analysing & managing liquidity and collateral for the whole capital markets area.

You:

... design, implement and maintain the collateral and liquidity real time database, in cooperation with top IT experts

... develop, propose and implement optimization algorithms for the database

... be part of the front-office trading team and support the enhancement of the collateral trading system

... perform liquidity/ collateral management and optimization on a daily basis

... are interested in linking IT knowledge with current financial market trends

... support other trading teams on how to allocate their collateral in an optimal way in order to reduce cost and enhance profitability

... have strong knowledge in database design and implementation (SQL), strong Java programming skills (Eclipse IDE) and a University degree in IT or Financial Mathematics

... are familiar with webserver backend architecture and technologies (Tomcat) and Linux/Cygwin

... have WebGUI skills (GWT) (it is an advantage)

... are fluent in English and German (optional)

... contribute to team success

We:

... offer the opportunity for professional development in a large and reputable financial institution

... support your professional and personal development

... guarantee a competitive and performance-related salary dependent on your professional and personal qualifications. We are obliged by law to quote the minimum wage of EUR 31.371,-- gross per year for this position, in accordance with the respective collective agreement.

Interested? We are looking forward to receiving your complete online application (german).

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