Financial and Actuarial Mathematics
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.
Risk Manager - Market Data Analysis (f/m)
Risk Management Group Capital Markets
Risk Management Group Capital Markets covers risk management responsibilities related to group capital markets activities within Erste Bank Group including analysis, management and reporting of market risks.
You will focus on the analysis and management of market data for financial instruments (equities, interest rates, credit spreads, foreign-exchange rates, commodities and all related volatilities) needed for valuation and risk analysis of capital market products in Erste Group. This process shall ensure the daily availability of quality ensured market data which are used for the daily valuation of capital market products in the front-office systems Calypso/Kondor. The dataset which is needed for the valuation and risk analysis is large and therefore it is necessary to use and develop automated methods (SQL, VBA) to ensure the data quality. You will have frequent dialogues with traders and market risk managers to ensure validated market data. Furthermore you will support the team in further automation of risk reporting and analysis. In this relation you will gain deep insight into the pricing and risk analysis of capital market products.
... are a graduate with background in financial markets, statistics, mathematics, IT or specific experience in financial markets
... have a strong interest in financial market products
... possess advanced IT knowledge, which should cover excellent Excel and Access skills including VBA and SQL
... work result oriented with the ability to proactively find solutions to meet objectives
... speak English fluently, German is beneficial
... hold a work permit for Austria/EU
... offer a very diverse job in an interesting and dynamic field with excellent perspectives
... support your professional and personal development
... guarantee payment according to your personal qualifications and experience, but definitely a minimum of EUR 27.260,- gross annual income based on the official national "Kollektivvertrag" (independent of number of school years, final degrees and former employment). A market competitive based salary is taken for granted.
We are looking forward to your online application: https://recruitingapp-2636.umantis.com/Vacancies/526/Description/1?Redirect=true
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