Risk Model Validation Intern
vor 1 Monat
Erste Group Bank AG is seeking a highly motivated and analytical individual to join our team as an Intern in Market and Liquidity Risk Model Validation.
About the RoleAs an Intern in Market and Liquidity Risk Model Validation, you will be responsible for conducting analysis of model input data, methodological approaches, and processes related to models. You will also perform the validation of models used for risk measurement and steering, and support assessment of data quality, data integrity, and reliability.
Responsibilities- Conduct analysis of model input data, methodological approaches, and processes related to models
- Perform the validation of models used for risk measurement and steering
- Support assessment of data quality, data integrity, and reliability
- Ongoing studies at University/University of Applied Sciences with a background in Finance, Mathematics, Statistics, Physics, or similar
- Solid experience in R and/or Matlab
- Analytical skills in the area of banking/finance or business intelligence
- Ability to work in an international team and enjoy challenges
- Good interpersonal and communication skills and fluent English language skills
- Exciting and challenging part-time internship (19.25h/week) as of January 2025 until December 2025
- Internship allowance of minimum EUR 2.821,46 gross per month on a full-time basis (except obligatory internships)
- Support of your professional and personal development in a dynamic, comprehensive, and interesting area
- We consider the diversity of our employees as key to innovation and success
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