Serwis Staże i praktyki dla studentów i absolwentów - aktualne oferty - dział kariera
Data ważności: 2016-05-18

Internship in Quants Team

Lokalizacja:

Do you have sharp analytic skills? Are you a detail-oriented troubleshooter? We are looking for someone like that who can help us:

– measure risk in accurate and transparent way by developing rating tools and loss given default models
– build and confirm new statistical models measuring credit risk
– support the control of risk taken by our company
– calculate risk figures and regulatory capital for senior colleagues

Your team 
You’ll be working in the Credit Methodology team within Quantitative Risk area in Zabierzow, Krakow Business Park. Our role is to support several teams covering credit risk methodologies, cooperate and participate in activities with global, London and Zurich based teams. You will have a chance to participate in developing regulatory requirements, automation and digitalization of financial industry.

Our internship is an ideal way to gain the work experience you’ll need to launch your career. It’s also an opportunity to work with and learn from some of our sharp people in Primary Risk. Your paid internship will last 6 months with the possibility of extension, based on a 40 hour week.
Your experience and skills
You don't have to show us previous professional experience, but if you have it, it’s an asset. 

You have:
– skills and student status or university degree in financial mathematics, statistics, econometrics, physics, computer science or economics (and you love this stuff) 
– a can-do attitude
– a gift for analyzing and solving problems 
– a passion for data gathering and information sharing
– a firm grasp of credit, regulatory area and risk modelling

You are:
– motivated, self-directed and driven
– adaptable, able to work across teams and functions 
– good in English, both spoken and written
– skilled in MS Excel and statistical programs like SAS, R programming
– interested in (macro-) economic mechanisms and their influence on financial markets– measure risk in accurate and transparent way by developing rating tools and loss given default models
– build and confirm new statistical models measuring credit risk
– support the control of risk taken by our company
– calculate risk figures and regulatory capital for senior colleagues

Your team 
You’ll be working in the Credit Methodology team within Quantitative Risk area in Zabierzow, Krakow Business Park. Our role is to support several teams covering credit risk methodologies, cooperate and participate in activities with global, London and Zurich based teams. You will have a chance to participate in developing regulatory requirements, automation and digitalization of financial industry.

Our internship is an ideal way to gain the work experience you’ll need to launch your career. It’s also an opportunity to work with and learn from some of our sharp people in Primary Risk. Your paid internship will last 6 months with the possibility of extension, based on a 40 hour week.
Your experience and skills
You don't have to show us previous professional experience, but if you have it, it’s an asset. 

You have:
– skills and student status or university degree in financial mathematics, statistics, econometrics, physics, computer science or economics (and you love this stuff) 
– a can-do attitude
– a gift for analyzing and solving problems 
– a passion for data gathering and information sharing
– a firm grasp of credit, regulatory area and risk modelling

You are:
– motivated, self-directed and driven
– adaptable, able to work across teams and functions 
– good in English, both spoken and written
– skilled in MS Excel and statistical programs like SAS, R programming
– interested in (macro-) economic mechanisms and their influence on financial markets

dodane przez MJCC


data ostatniej modyfikacji: 2016-04-18 13:49:06
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