Markus Weinkogl
About Markus Weinkogl
Markus Weinkogl is a Senior Derivatives Trader specializing in futures and options at Raiffeisen Bank International AG in Vienna, Austria. With over 22 years of experience in trading and a strong academic background in Financial Engineering, he has developed a robust track record in proprietary trading and market making.
Work at Raiffeisen Bank International
Markus Weinkogl has been employed at Raiffeisen Bank International AG since 2002, where he holds the position of Senior Derivatives Trader specializing in Futures and Options. His role involves market making and proprietary trading, particularly in plain vanilla interest rate options. He is responsible for position keeping, book running, and managing Greeks hedging. Weinkogl has contributed to the bank's trading operations for over two decades, demonstrating a consistent and high level of expertise in the derivatives market.
Education and Expertise
Markus Weinkogl studied at the Vienna University of Economics and Business, focusing on Financial Engineering from 1995 to 2001. This educational background has equipped him with a strong foundation in financial concepts and trading strategies. His expertise is further evidenced by his real-time trading track record, which he has maintained since 2007, showcasing his ability to navigate the complexities of the trading environment.
Background in Trading
Since 2003, Markus Weinkogl has been involved in proprietary futures trading, emphasizing automated order generation and execution. He utilizes trading platforms such as TradeStation and PrimeTrade CSFB to enhance his trading efficiency. His approach includes a diversified portfolio construction that aligns with investor risk appetites, employing various strategies like trend-following, momentum, and volatility break-out.
Performance Metrics
Markus Weinkogl has achieved notable performance metrics in his trading career. His Sortino Ratio is approximately 5, indicating strong performance relative to downside risk. Additionally, he has a MAR Ratio of around 3 and a Sharpe Ratio of approximately 2, reflecting effective risk-adjusted performance. These metrics highlight his capability in managing risk while pursuing profitable trading opportunities.