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Internship Model Validation Data Scientist
vor 1 Woche
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 for all Credit Risk Models and Methods across Erste Group.
The purpose of the Model Validation unit is to independently challenge and make certain that all Credit Risk Models and Methods used by the Erste Group are regulatory compliant and fit for purpose.
- Your Tasks- Insight into the activities of Credit Risk Models & Methods area with focus on quantitative methods (credit risk validation and modelling)- Assisting in the creation of validation reports on Credit Risk Models & Methods
- Participation in conducting quantitative and qualitative validation tests including their interpretation
- Your Background
- Ongoing studies at a University/ University of Applied Science with a background in Financial Mathematics, Quantitative Finance, Statistics, Physics, etc.
- Interest in Credit Risk Management
- Confidence with programming languages (e.g. SAS, R, Python) and good English skills (working proficient)
- High level of commitment and flexibility as well as enjoy working in a team
- Our Offer
- Exciting and challenging parttime internship for 12 months (19,25h/week) as of January 202
- Support of your professional and personal development in a dynamic, comprehensive and interesting area
- We guarantee an internship allowance of minimum EUR 2.595,77 gross per month on a fulltime basis (except obligatory internships) and benefits of Erste Group
- We consider the diversity of our 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.
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