Intern – Market and Liquidity Risk Model Validation (m/f)
Erste Group was founded in 1819 as the first Austrian savings bank and today it is one of the largest banking groups in Central and Eastern Europe (CEE). As an attractive employer, Erste Group offers interesting career opportunities in an international environment.
- VaR and VaR related market risk methods and models, as well as any model for measuring risk (including the interest rate or the credit spread risk of the trading and banking book)
- Models for derivatives or securities valuation and related functionality (e.g., CVA, interpolators, bootstrappers)
- conduct analysis of model input data, methodological approaches, and processes related to models
- perform the validation of models used for pricing of securities and derivatives
- support assessment of data quality, data integrity and reliability
- have strong analytical skills in the area of banking/finance or business intelligence
- study Finance, Mathematics, Statistics, Physics or similar
- gained solid experience in R and / or Matlab
- like to work in an international team and enjoy challenges
- have excellent interpersonal and communication skills and speak English fluently
- offer an interesting job in a very dynamic field with excellent perspectives, starting January 2019
- support your professional and personal development
- guarantee an internship allowance of EUR 1.600,00 gross per month (on full-time basis)
- foster a work environment in where age, skin colour, gender, sexual orientation and cultural background are seen as the key to our success – we live diversity!
We are looking forward to hearing from you!
Degree of Employment: Full-Time
Primary Location: Vienna