Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM
 
2008-09-04

Strike a new path – join Erste Group as

Financial Time Series Junior Analyst (part-time) (m/f)

We are the 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.

Within Erste Bank Risk Management Division, the department “Market Risk Control“ is responsible for market risk measurement methods, in particular for Value at Risk system operation and development.

Sound processes in the collection of financial market data are an important prerequisite for reliable valuation and risk measurement of financial instruments.

You …
… will contribute to process improvements in determining end of day valuation parameters
… will co-share work in administration of our time series database
… will participate in all kinds of analysis of market data to ensure quality and consistency
… will develop your knowledge in the construction of risk factors across asset classes (e.g. yield curves, credit spread data, volatilities)
… will assist the team in various fields of daily business
… have a strong interest in the behaviour of financial markets
… possess very good computer skills: MS Office, VBA, SQL
… want to work part-time for a minimum of 1 year ( e.g in order to finish your thesis, graduates or undergraduates in 2nd term)

We …
… offer you the chance to gain experience in risk management within the professional working environment of a large institution,
… are looking forward to support possible synergies of your research ideas (probably from your thesis) and questions of current practice
… support your professional and personal development.

Interested?
Please send your application by e-mail to guenther.smisch@erstegroup.com.

Important: Please indicate <Financial Time Series Junior Analyst> in the subject matter of your E-Mail.

www.erstegroup.com

Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.