This is an invitation to challenge us. To question routines, to not accept things at face value, to share if you are of a different opinion. We welcome productive change and sound new ideas. And if you come up with better solutions, you will find support in implementing them. What we will keep is this attitude.

Marktet Risk Data & Tools - Market Risk Analyst m/f, Bratislava

Erste Group Bank AG is the corporate headquarter for a group of leading banks in Central and Eastern Europe (CEE), enjoying continued growth and stability in one of the most interesting and promising regions in Europe. We provide strategic leadership, central business functions and groupwide infrastructure, supported by bright and talented people sharing a common strategy.

Erste Group Bank AG will set up a Service Center (EGSC) in Bratislava. The EGSC will supplement the existing structure of the Risk Division. The Bratislava Service Center is supposed to offer services for the Risk Division in Vienna related to the operations quantitative methods and validation, compliance, projects and reporting.

Within Erste Group Risk Management, the organizational unit "Market Risk Data & Tools" ensures a coordinated development and integration of tools into daily operations. This includes the end-of-day processing, configuration of pricing environments, scenario engines and reporting tools.

This job requires close collaboration with risk management units responsible for model development, model validation and market risk reporting and ensures together with IT the daily operation of the market risk system.

The key focus of the position is

  • implementation of enhancements to the internal model and maintenance of the internal model
  • further implementation and development of the application with respect to performance, simulations-, scenario- generation and aggregation logic
  • representation and calculation of market risk data for a wide range of capital markets and treasury products
  • ensuring that all scheduled and ad-hoc risk calculations are operated according to the defined rule book
  • running daily data reconciliations between all involved data sources and market risk system components to ensure consistent market risk measurement within Erste Group
  • functional error-handling within daily operations of the market risk systems
  • close cooperation with other market risk teams and IT departments regarding daily VaR operation situated in all entities
  • carrying out measures for data quality assurance with respect to market risk data by checking market risk calculations
  • ensuring that all market data sources, validation rules, curves and pricing environments are documented and that all changes are tracked
YOU:
  • hold a university degree in quantitative finance, physics, mathematics/statistics or equivalent relevant to banking and finance
  • have at least 1 years’ experience in banking, preferably in capital markets and treasury business or risk management
  • have good understanding of market risk management and reporting
  • have (preferably) skills about SQL and/or MDX
  • have excellent analytical skills & capacity to analyse and solve credit risk calculation of complex financing structures
  • are highly solution-oriented and have the ability to “get things done”
  • have excellent English skills in written and verbal communication - German and/or CEE language of advantage
WE:
  • offer an interesting and challenging position in a dynamic and international environment
  • support your professional and personal development
You will be directly employed under Slovak labour conditions and will be integrated in the team in Erste Group Bank AG.

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ID: 2084590  Dátum zverejnenia: 17.4.2015 
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