Intern – Market and Liquidity Risk Model Validation (m/f)

Erste Bank
  • Wien
  • Praktika
  • Einsteiger
  • 11.10.2018

"I believe that continuous development is the most important step to a successful career." #glaubandich

So do we.
Working at Erste Group 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.

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.

Market and Liquidity Risk Model Validation is responsible for the independent review and validation of:

  • 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)

All liquidity risk and IRRBB related models (e.g. non-maturity deposits model, prepayments etc.) either internally or externally developed as well as all liquidity risk and IRRBB related acquired software (e.g., QRM) units.

YOU:

  • 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

WE:

  • 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!

INTERESTED?

We are looking forward to hearing from you!

Degree of Employment: Full-Time

Primary Location: Vienna

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Erste Bank

Banken, Finanz, Versicherung
501+ Mitarbeiter

Über uns

Die Erste Bank wurde 1819 als „Erste österreichische Spar-Casse“ gegründet und ist heute Teil der Erste Group, einer der führenden Geldinstitutionen in Zentral- und Osteuropa. Mehr als 47.000 MitarbeiterInnen arbeiten an Projekten unserer KundInnen. Wir erkennen Märkte,…

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