Quantitative Specialist Analytical Service Center (m/f), Bratislava

Working area

Computing, engineering, science professionals
   Computer associate professionals
        Computer assistants

JOB DESCRIPTION:

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. Become an employee in our INSTITUTIONAL CLIENTS Erste Group Bank AG as 1 Quantitative Specialist Analytical Service Center (m/f), Bratislava . The unit Credit Risk Methods & Models is in charge of developing and maintaining credit risk models, testing and monitoring rating grades, producing and analysing reports, implementing procedures, reviewing and documenting any changes to the rating process, reviewing rating criteria, deciding on the design or selection and implementation of models used in the rating process and overseeing and supervising models used in the rating process. YOU: ... analyse model monitoring reports with a focus on changes in model performance or data quality ... define contents and the layout of model monitoring reports ... execute ad-hoc analytical tasks, for example impact simulation of new model developments, analysis of data anomalies, evaluation of new quantitative methods on EG portfolios ... contribute to model development projects ... support the improvement of the overall modelling organization and the competence centre structure by executing specifically assigned tasks, e.g. documentation of data processes ... provide appropriate coaching and development to less experienced members of the team ... have obtained a postgraduate degree in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Natural Sciences) with very good results ... gained a minimum of 3 years experience in financial companies, having applied your quantitative skills ... have the ability to work in teams, to communicate remotely, with more senior stakeholders, with internal and external auditors and with regulators ... are able to work independently and to deadlines on your responsibilities after acquisition of required knowledge to execute tasks and to actively seek to enhance own understanding and challenge ... provide very good knowledge of SAS for data processing and analytical tasks, basic MS Office computer knowledge and programming abilities, knowledge of other statistical software is of an advantage ... are business fluent in English, any other core market language (German, CEE) would be an advantage WE: ... offer you from 08/2015 the possibility to work in an international team on challenging analytical tasks ... provide the opportunity to gain experience in quantitative risk management in a financial institution ... support your professional and personal development You will be directly employed under Slovak labour conditions and will be integrated in the Holding team. INTERESTED? We are looking forward to receiving your complete online application. http://www.sparkasse.at/erstebank/karriere/Jobangebote/jobs_in_oesterreich or straight to

Work hours:

• Without entering work hours
  

Requirements

source: https://www.ec.europa.eu/eures

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