Risk Manager
The Company:
Erste Group Bank AG is the leading financial services provider in Austria and Central Eastern Europe.
The Candidate:
The candidate will have strong academic qualifications, a quantitative background in financial markets, statistics or mathematics and have several years of experience in financial products and risk methodologies as well as IT skills, including SQL and VBA.
Core Responsibilities:
The candidate will join a team whose function is to ensure sound Market Data and related Risk factor generation for valuation and risk simulation purposes:
- financial instruments market data analysis and administration for valuation and risk analysis of Erste Group’s positions in financial instruments (equities, interest rates, credit spreads, FX rates, commodities and all related volatilities)
- ensuring availability of a quality controlled market data set (including sufficient history) and in particular the generation of derived risk factors as a basis for risk analysis
- undertake and supervise quality control checks of data
- undertake calibration and further development of volatility surface models (SABR-, SVI- models)
- collaborate on projects
Experience and Qualifications:
- possess excellent knowledge of financial products
- advanced experience with market data systems, e.g. Reuters, Bloomberg and Asset Control and Front Office / risk systems e.g. Calypso and Kondor
- good ability to communicate fluently and clearly in writing and verbally across all levels
- ability to build strong relationships and provide guidance and coordinate a number of part time employee specialising in the end of day process
- results orientated with the proven ability to proactively find solutions and meet objectives in line with best practice
- fluency in English. German or a Central European language highly beneficial
To apply: Applicants are invited to click on the Apply online button by 28 November 2013
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