Student Job (f/m/x) – MRM Internal Model Validation (15 h/week)

Raiffeisen Bank International

Job Overview

Student Job (f/m/x) – MRM Internal Model Validation (15 h/week)

The MRM Internal Model Validation function is responsible for validating all aspects of the RBI Internal Model for Market risk. The aspects cover the whole chain from data collection over measurement of market risk by statistical methods to the daily usage of the numbers produced to limit the Market Risk taken by RBI. The validation thereof is based on highly automatized tools, but the final formulation of the report and findings requires also understanding of the methods and principles applied for the measurement of market risk.

If you are available to start soon – then keep on reading!

What you can expect:

  • Execute a selected part of the validation methods in own responsibility
  • Support the validator in formulating the conclusions of the validation
  • Support in further automatization of validation methods and production of reports
  • Learn more about market risk and state of the art validations

What you bring to the table:

  • You are an active student with a focus on mathematics/statistics/physics
  • You have some programming skills. Ideally bash scripting and python, Latex, R, SQL, and C++ are a plus
  • You like to work in and contribute to a team and English is not a problem for you
  • You are interested in learning about Market Risk Management in RBI and like to contribute to the continuous improvement of the systems and models.
  • You have fun working with big amounts of data and draw your own conclusions from the results of your analysis

What we offer:

  • Gain practical experience in an international banking environment
  • Learn from working with successful banking professionals
  • Stay flexible and arrange your weekly working hours to suit your schedule
  • Make the most of the benefits we offer such as low-cost, tasty food in our canteen
  • Boost the balance of your student bank account: gross monthly salary of EUR 1,957.71 (based on 38,5 hours)

RBI AG is committed to creating a diverse environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to age, ethnicity, race or color, national origin, religion, political or other opinion, gender, sexual orientation or disability.

We are looking forward to receiving your online application!
https://jobs.rbinternational.com
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