If you want to live in Austria, why not work in London and just commute ;-)
Also, keep in mind that these places are all based in London, so you have to factor in either relatively high accommodation costs or a significant amount of both time and money on the commute.
Also also, when you deal with these guys, you are usually not selling your services so much as your soul, because you aren't going to have much time and energy left to enjoy your off hours for as long as you're working there.
(I've been invited to work at these places but never taken them up on it, and having seen the effect it has had on some of my close friends, I have never regretted going a different way.)
The work culture depends very much on the bank, the British/French/German banks tend to be much less work obsessed than the American and Japanese ones.
Well done anyway ;-) As a lead dev myself I totally agree that people strong with multi-threading and networking are rare.
Typically you get to keep more (generally 73%-75% of the amount), but you'll also need an accountant to minimize your taxes and that'll cost you about a grand a year. But in most cases it's worth it.