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01960709 / Market Risk Modelling, Junior Specialist (f/m), in Bratislava

Erste Group Bank AG is the corporate headquarters 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 group-wide infrastructure, supported by bright and talented people sharing a common strategy.

The Risk Division of Erste Group Bank AG (Holding) has set up a service center (EGSC) in Bratislava. The EGSC supplements the existing structure of the Risk Division. The Bratislava service center is supposed to offer services for the Risk Division in Vienna relating to the operations quantitative methods and validation, compliance, projects and reporting.
As team member of EGSC you will be part of a new services model built up in Bratislava. We are looking for flexible personalities who are eager to learn and bring in their competencies and engagement to create an efficient and excellent working organization with the new colleagues.

The team "Group Market Risk Modelling" performs regulatory validations of all the Market Risk, ALM and Pricing models of Erste Group and provides opinions on new models to the internal steering committees. The validation team communicates with the senior management of the Holding, the respective committees and the local managers, as well as the European and domestic regulators - ECB (European Central Bank), OeNB (Austrian National Bank), EBA (European Banking Authority), FMA (Financial Market Authority).

Main tasks of the department are to perform regular and initial regulatory validations of Market Risk, ALM and Pricing Models, suggesting possible enhancements and verifying the duly fulfiment of remedial Actions.

YOU:
  • completed university studies in Financial Mathematics with an undergraduate degree in Mathematics, Science of Engineering
  • have an exceptional affinity for quantitative analysis, details, precision and a pronounced understanding of complex concepts
  • have programming experience with MATLAB or R,
  • are a trusted, loyal and dedicated team player
  • 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 environment
  • offer a position in an international team
  • support your professional and personal development
You will be directly employed under Slovak labour conditions and will be integrated in the Holding team.

INTERESTED?
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ID: 2415993  Dátum zverejnenia: 1.2.2016