Erste Bank
Erste Bank

Working at Erste Bank means pursuing a common goal and being enthusiastic about shared values. We always treat one another with respect, empathy, and understanding for our diverse backgrounds. This applies to our customers as well as to our employees.

Internship Credit Risk Data Management (all genders)

Erste Bank
Location: Vienna
Erste Bank
Working-Hours: Full-time
Erste Bank
Occupation Area: Risk management
Erste Bank
Company: Erste Bank Oesterreich

Erste Bank Oesterreich is a leading domestic financial institution. As part of the international Erste Group, we are an attractive employer who offers interesting career opportunities.

Data Management and Monitoring is a team within Group Credit Risk Methods responsible for monitoring of credit risk models and risk parameters, data management for methods and models, definition of group-wide processes and non-IRB methodologies for parameters for decision models, collateral management and other credit risk methods (business models, collection models, valuation models), running credit risk RWA simulations within model development cycle.

Your Tasks

  • apply data management standards for ongoing data deliveries including specification of tests and checks, and guidance on setting thresholds on outcomes
  • apply model monitoring standards for ongoing monitoring of model performance, including specification of tests and checks, and guidance on setting thresholds on outcomes
  • implement change requests from local banks, and modify standards or methodologies accordingly
  • cooperate with the local banks in order to apply group standards defined in the data and monitoring policies

Your Background

  • currently enrolled at a University/University of Applied Sciences with a quantitative focus (e.g. banking, statistics, mathematics or business informatics)
  • possess basic SQL programming skills and have advantage knowledge in: Python, R, SAS
  • strong analytical skills
  • offer a structured and team oriented working style

Our Offer

  • We offer you an exciting and challenging full-time internship (38,5h/week) in an interesting and dynamic field as of January 2022 for a duration of 6 months.
  • We support your professional and personal development.
  • We guarantee an internship allowance of minimum EUR 1.650 gross per month (on a full-time basis).
  • Discover and enjoy the benefits of Erste Bank.
  • Erste Bank considers the diversity of its employees as key to innovation and success. As employer we are proud to offer everyone equal chances, irrespective of age, skin colour, religious belief, gender, sexual orientation or origin.