Internship as Credit Risk Model Validator (f/m/d)

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200 years #believeinyourself
Working at Erste Group means working together on the future of us all: our customers, our company, each individual.
This takes to believe in yourself and the people around you; as well as to meet others with respect, empathy and understanding of diverse life stories.

Internship as Credit Risk Model Validator (f/m/d)

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.

The Model Validation unit is responsible for setting the validation methodology and standards to be applied as well as for validation of all IRB Credit Risk Models within Erste Group. The purpose of the Model Validation unit is to independently challenge IRB Models and make certain all IRB Credit Risk Models used by the Erste Group are regulatory compliant and fit for purpose.

Your tasks

  • Gain insight into the activities of Credit Risk Models area with main focus on quantitative orientation (Credit Risk Validation and Credit Risk Modelling)
  • Assist in the creation of validation reports on Credit Risk Models
  • Participate in conducting quantitative and qualitative validation tests including their interpretation

Your background

  • Ongoing studies with focus on Financial mathematic, Quantitative Finance, Statistics, Physics, etc.
  • Interest in Credit Risk Management
  • Confidence with programming languages (e.g. SAS, R)
  • High level of commitment and flexibility
  • Enjoy working in a team
  • Good English (working proficient)

Our offer

  • We offer you an exciting and challenging internship in an interesting and dynamic field as of January 2020 for a duration of 12 months (part time)
  • We support your professional and personal development.
  • We guarantee an internship allowance of minimum EUR 1.600 gross per month (on a full-time basis)
  • Discover and enjoy the benefits of Erste Group
  • We are proud to be an equal opportunity employer without regard to age, colour, religion, sex, sexual orientation or national origin. We live diversity!

Interested?

We are looking forward to filling the position at the earliest possible date - apply now! #believeinyourself

Degree of Employment: Part-time

Primary Location: Vienna

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