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Trading Book Market Risk Specialist (m/f) / part-time

Erste Bank am 17.09.2018 in Wien




So do we.
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.

Trading Book Market Risk Specialist (m/f) / part-time

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 tools into daily operations. This includes the end-of-day processing, configuration of pricing environments, scenario engines and reporting Tools.

Main tasks of the department are to:
• run the market data processes for PnL and internal model
• 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

YOU:

 

• possess solid IT and data management skills, which should cover advanced SQL and MDX know how
• hold a university degree in IT, Finance, Mathematics, Statistic, or Economics
• have gained some exposure to valuation principles and reporting standards for capital market products and are interested to gain practical experience risk management reporting
• show good communication skills in writing and verbally across all levels
• are interested in working together with a young, highly motivated, successful and dynamic team
• work reliable on your assigned tasks
• have excellent English language skills, German or any CEE language skills would be an advantage

WE:

 

• offer a diverse job in an interesting and dynamic field
• support your professional and personal development
• guarantee a competitive and performance-related salary dependent on your professional and personal qualifications. We are obliged by law to quote the minimum wage of EUR 36.926,-- gross (based on full-time) per year for this position, in accordance with the respective collective agreement 


 

INTERESTED?
We are looking forward to hearing from you!

Degree of Employment: 20 h

Primary Location: Vienna

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Titel Trading Book Market Risk Specialist (m/f) / part-time Dienstort Wien Unternehmen Erste Bank
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Beschäftigungsart Teilzeit Position ohne Personalverantwortung Gehaltsangabe 36.926,00 € /brutto

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