I have never lost anything in here.

People like him need data specialists who are always in control. Modern banking is all about having the right data at the right time. We need specialists who give our customers easy and secure access to their transactions. Who create simple solutions for complex times. It's challenging and innovative work. Which is why you'll love it.

1728 / Modelling Specialist (f/m) for Credit Risk, in Bratislava

Erste Group was founded in 1819 as the first Austrian savings bank and today it is one of the largest banking groups in Central and Eastern Europe (CEE). As an attractive employer, Erste Group offers interesting career opportunities in an international environment.

Erste Group Service Center (EGSC) in Bratislava supplements the existing structure of the Risk Division. As team member of EGSC you will be part of this services model of Erste Group in Bratislava. We are looking for flexible personalities who are eager to learn and bring in their competencies and engagement to create with the new colleagues an efficient and excellent working organization.

Within Erste Group Risk Management the business area Risk Methods and Models is responsible for methodological and modelling aspects of the management of credit, market and liquidity risk in Erste Group Bank AG and its subsidiaries.

The unit is specifically in charge of: …

  • development and maintenance of credit risk models
  • testing and monitoring rating grades and pools,
  • production and analysis of summary reports of the institution's rating systems,
  • reviewing and documenting any changes to the rating process, including the reasons for the changes
  • reviewing rating criteria to evaluate if they remain predictive of risk,
  • deciding on the design or selection and implementation of models used in the rating process,
  • ongoing review and alterations to models used in the rating process

YOU:

  • possess a master degree in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Natural Sciences)
  • have minimum 5 years of experience in quantitative risk modelling in a financial institution
  • are computer literate in MS-Office and are an expert in data processing and statistical data analysis using SAS
  • developed a good understanding of how ratings and risk parameters are used in risk controlling for regulatory (pillar I and pillar II) and pricing / contribution margin schemes
  • speak English fluently; any other core market language (German, CEE) would be an advantage

WE:

  • offer a challenging opportunity to work in an international team on analytical tasks.
  • offer to gain experience in quantitative risk management in a financial institution.
  • support your professional and personal development

INTERESTED?
We are looking forward to hearing from you!

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ID: 2829520   Dátum zverejnenia: 29.11.2016