FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 
2007-09-19

Quantitative Specialist for Rating Methods

Erste Bank der Oesterreichischen Sparkassen AG is a leading financial institution in Central & Eastern Europe (CEE). With our excellent product range – from investments to financing and insurance – we focus our business on retail, medium-sized enterprises as well as institutional clients.

Group Rating Methods is part of the department Group Risk Control and is responsible for development, maintenance and validation of rating methods for Erste Group.

Main responsibilities:

  • Validation and monitoring of rating methods, including the creation of a platform for automating these reports and analyses
  • Development and improvement of rating methods for various customer segments (especially for Austrian subsidiaries) and conducting its documentation
  • Data analysis and preparation
  • Enhancements of group standards and co-operation with local rating methods units in Erste Group

Requirements:

  • Academic background with quantitative focus (e.g. statistics, (financial) mathematics, etc.) preferred, banking know-how beneficial
  • SQL and knowledge of database design
  • SAS or other statistical software experience
  • High analytical capabilities, thorough working style
  • Proactive and self dependent approach to practical solutions
  • Good communication and social skills
  • The ability to communicate fluently in English - verbally and in writing - and - at least - the willingness to learn German
  • CEE languages beneficial

This job offers you the possibility to work in a strategic risk management position within Erste Group in the environment of a very motivated and successful team.

Interested candidates should send their application to Erste Bank,
Mr. Wolfgang Vallant, Werdertorgasse 5, 1010 Vienna or by e-mail to wolfgang.vallant@erstebank.at

Important: Please indicate “Va-126” in the subject matter of your mail or letter.