WE ARE LOOKING FOR:
- Currently in your 4th or 5th year of study or a recent graduate in Econometrics, Economics, Statistics, Mathematics, Physics, or a related field.
- Eagerness and ability to learn quickly and effectively.
- Knowledge of statistical modeling, data science, or financial engineering.
- Experience with statistical programming languages (SAS, Python, or R).
- Proficiency in written and spoken English (at least C1 level).
You'll get extra points for:
- Basic knowledge of credit risk (PD, LGD, EAD); or
- Basic knowledge of market risk (VaR, Black Scholes, Monte Carlo); or
- Basic knowledge of data processing (ETL, SQL, Hadoop); or
- Basic knowledge of ESG (Physical/Transition Climate risk).
Additional skills:
- Strong analytical, problem-solving, communication and execution skills,
- An independent, creative and pro-active mind-set,
- The ability to challenge the status quo,
- Great team player.
YOUR FUTURE DUTIES:
- Data processing, model development or model validation - 70 %
- Gaining knowledge and experience in the credit risk, market risk, data science or ESG models - 20 %
- Interact with mentors - 10 %