FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 
2008-02-05

Erste Group (Holding) - 0384 / Group Operational Risk Control

Quantitative Specialist – Operational Risk

Background:

"Group Operational Risk Control" is part of the department "Group Risk Control" in the Division "Group Risk Management". Group Operational Risk Control acts as the central and independent risk control unit for identification, measurement and quantification of operational risk.

Your tasks and responsibilities:

  • Supporting the refinement and further development of the risk quantification model
  • Active cooperation with all operational risk management units in Erste Bank-Group
  • Preparation of management reports
  • Analysis and validation of loss data reported by various units in Austria and throughout Erste Bank-Group
  • Quality assurance of loss data

Your offer:

  • an academic background with quantitative focus (e.g. statistics, mathematics, physics, etc.)
  • a high analytical capability
  • the ability to communicate fluently in English – verbally and in writing, German or CE language skills would be an advantage
  • the ability to work with R/S-Plus, SQL, MS Access, VBA
  • excellent communication and social skills
  • a proactive approach in solving assigned tasks

Our offer:

This job offers you the possibility to work

  • in a highly motivated, successful and dynamic team
  • with state of the art risk management methods

Further information:
Group Operational Risk Control
Mag. Markus Roßmiller
Tel.: 05 0100 - 12056
E-Mail: markus.rossmiller@erstebank.at

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