STELLE NICHT MEHR VAKANT - BITTE NICHT MEHR BEWERBEN!!!
Credit Risk Validation & Assessment
Bank Austria is number one in Austria and Central and Eastern Europe. Since 2005 we have been a member of UniCredit,
one of the largest European banking groups. Being the bank with the strongest capital base among the large banks in
Austria we aim for excellence and strive to achieve maximum customer satisfaction. Therefore we consistently invest in the
development and motivation of our employees. In addition we offer ambitious students the opportunity to gain practical
experience during their education.
The unit is responsible for the validation of credit risk models (e.g. rating models) to ensure internal and regulatory needs.
Further it ensures Basel II Credit Risk / IRB compliance based on a qualitative assessment of all relevant communication
and reporting with Austrian supervisor authorities with regard to Basel compliance related topics and supports the
department in the monitoring and tracking of internal, external findings and recommendations.
Key tasks and responsibilities:
- Support of the validation activities.
- Performance of statistical tests.
- Interpretation of test results.
- Recommendations for further model development.
- Organisation of regulatory assessments, notification pursuant to regulatory requirements.
Qualification and competencies:
- Highly motivated student in an advanced stage of his/her studies in financial mathematics, quantitative finance or in
other quantitative area (physics, engineering, etc.).
- Fluent in English.
- Solid knowledge in statistics or mathematics.
- Interest in risk management.
- Very good analytical skills.
- Commitment, flexibility and teamwork.
Period: July - September 2014
We offer a monthly gross salary of at least EUR 704,67,- depending on individual experience.
Are you interested in this internship?
We look forward to receiving your online-application on http://praktikum.bankaustria.at/, indicating the advertisement-no. WP8900.
UniCredit Bank Austria AG
Tel.: +43 (0)5 05 05-55422
Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.