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Quantitative Specialist Analytical Service Center (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.

The Risk Division of Erste Group Bank AG will set up a Service Center (Erste Group Service Center) in Bratislava. The 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.

The unit Credit Risk Methods & Models is in charge of developing and maintaining credit risk models, testing and monitoring rating grades, producing and analysing reports, implementing procedures, reviewing and documenting any changes to the rating process, reviewing rating criteria, deciding on the design or selection and implementation of models used in the rating process and overseeing and supervising models used in the rating process.

YOU:
  • analyse model monitoring reports with a focus on changes in model performance or data quality
  • define contents and the layout of model monitoring reports
  • execute ad-hoc analytical tasks, for example impact simulation of new model developments, analysis of data anomalies, evaluation of new quantitative methods on EG portfolios
  • contribute to model development projects
  • support the improvement of the overall modelling organization and the competence centre structure by executing specifically assigned tasks, e.g. documentation of data processes
  • provide appropriate coaching and development to less experienced members of the team
  • have obtained a postgraduate degree in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Natural Sciences) with very good results
  • gained a minimum of 3 years experience in financial companies, having applied your quantitative skills
  • have the ability to work in teams, to communicate remotely, with more senior stakeholders, with internal and external auditors and with regulators
  • are able to work independently and to deadlines on your responsibilities after acquisition of required knowledge to execute tasks and to actively seek to enhance own understanding and challenge
  • provide very good knowledge of SAS for data processing and analytical tasks, basic MS Office computer knowledge and programming abilities, knowledge of other statistical software is of an advantage
  • are business fluent in English, any other core market language (German, CEE) would be an advantage
WE:
  • offer you the possibility to work in an international team on challenging analytical tasks
  • provide the opportunity to gain experience in quantitative risk management in a financial institution
  • support your professional and personal development

INTERESTED?
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ID: 2258129  Dátum zverejnenia: 23.9.2015 
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