Risk Model Validation Specialist

vor 4 Wochen


Vienna, Österreich Erste Bank Vollzeit
Market and Liquidity Risk Model Validation

At Erste Group Bank AG, we are seeking a highly skilled and motivated individual to join our team as a Market and Liquidity Risk Model Validation specialist. As a key member of our team, you will be responsible for the independent validation of VaR and VaR-related market risk methods and models, as well as any model for measuring risk, including interest rate or credit spread risk of the trading and banking book.

Your Key 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
Requirements:
  • 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
  • Good interpersonal and communication skills and fluency in English
What We Offer:
  • Exciting and challenging part-time internship (19.25h/week) as of January 2025 until December 2025
  • Guaranteed 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. As an employer, we are proud to offer everyone equal chances, irrespective of age, skin color, religious belief, gender, sexual orientation, or origin.



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