Pubblicato su stage4eu il: 23/09/2019 Erste Group, Internship as Credit Risk Model Validator

Erste Group
Am Belvedere 1, Vienna, Austria
Contabilità e finanza
12 mesi (da gennaio 2020) 
Retribuito + benefit
Posti disponibili Non specificato
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Attività:

 

The Model Validation unit is responsible for setting the validation methodology and standards to be applied as well as for validation of all IRB Credit Risk Models within Erste Group. The purpose of the Model Validation unit is to independently challenge IRB Models and make certain all IRB Credit Risk Models used by the Erste Group are regulatory compliant and fit for purpose. Your tasks:

  • Gain insight into the activities of Credit Risk Models area with main focus on quantitative orientation (Credit Risk Validation and Credit Risk Modelling)
  • Assist in the creation of validation reports on Credit Risk Models
  • Participate in conducting quantitative and qualitative validation tests including their interpretation.
Requisiti principali:
  • Ongoing studies with focus on Financial mathematic, Quantitative Finance, Statistics, Physics, etc.
  • Interest in Credit Risk Management
  • Confidence with programming languages (e.g. SAS, R)
  • High level of commitment and flexibility
  • Enjoy working in a team
  • Good English (working proficient).