FAM-ily  

Financial and Actuarial Mathematics
TU Wien, Austria


2021-09-22

STELLE NICHT MEHR VAKANT - BITTE NICHT MEHR BEWERBEN!!!

Erste Bank

Working at Erste Group means pursuing a common goal and being enthusiastic about shared values. We always treat one another with respect, empathy, and understanding for our diverse backgrounds. This applies to our customers as well as to our employees.

Liquidity & Market Risk Management Analyst (all genders) - part-time

Location: Vienna
Working hours: Full-time
Occupational Area: Risk management
Company: Erste Group Bank AG

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.

Within Erste Group Risk Management, the organisational unit "Trading Book Risk Analytics" ensures a coordinated development and integration of market risk management risk measures into daily operations. This includes the daily end-of-day processing of market data, trade data reconciliations and market risk measure calculations.

Main tasks of the department are to

  • run the daily EoD market data processes for financial instruments valuation and market risk measure calculation
  • implement and process risk measures for market risk used for independent price verification (IPV), internal steering, regulatory reporting and limit management
  • run a VaR model for regulatory purposes (Internal Model) and risk steering

Your Tasks

  • End-of-day quality assurance and processing of all market data for pricing and risk management systems
  • Work reliable on your assigned tasks during daily operations within the late afternoon and evening
  • Using market data terminals, market data processing systems and financial instruments valuation systems

Your Background

  • Solid IT and data management skills
  • Studying either Finance, Mathematics, Statistic or Economics
  • Basic knowledge in pricing of capital market products and related market data
  • Good communication skills in writing and verbally across all levels
  • Excellent English language skills. German skills would be an advantage

Our Offer

  • Part-time job for 15-20 hours per week
  • Gaining experience within the capital market environment and related system infrastructure
  • Obtaining a better understanding about the dependencies between the financial instruments and valuation data required
  • Working together with a young highly motivated and successful team
  • Discover and enjoy the benefits of Erste Group
  • A competitive and performance-related salary dependent on your professional and personal qualifications is granted - the minimum wage for this position in accordance with the respective collective agreement is EUR 31.972,-- gross per year (on full-time base)
  • Erste Group considers the diversity of its employees as key to innovation and success. As employer we are proud to offer everyone equal chances, irrespective of age, skin colour, religious belief, gender, sexual orientation or origin.

Apply Now!
(direct link to the job offer)

Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.


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