INTERNSHIP OPPORTUNITY AT
THE EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT
Start: 4th quarter 2000
Duration: 4 to 6 months
Risk Control Intern - Market Risk
The European Bank for Reconstruction and Development has a unique challenge
to assist the countries of central and eastern Europe and the CIS in their
transition to market economies.
Through its investments the EBRD promotes private sector activity, the
strengthening of financial institutions and legal systems, and the
development of the infrastructure needed to support the private sector. It
applies sound banking and investment principles in all of its operations,
and promotes environmentally sound and sustainable development.
Summary of Position
The Risk Control Intern will work within Risk Control assisting the Senior
Manager, Market Risk, in the monitoring, measurement and control of market
risk arising from the Bank's Treasury activities. The incumbent's main
responsibility will be to contribute to the development of reports and
programs that will be used daily to monitor some of the market risks of the
Bank. In addition, he may at times be requested to participate to the daily
monitoring tasks that are central to Risk Control's activity, and to
participate to longer term research and analysis projects. Flexibility and
quick response in short notice situations will be necessary.
Primary Duties
* Assist in the development, testing and implementation of reports to
be used to monitor the market risks of the Bank
* Assist in the production of the existing daily market risk reports
Projects
Contributing to the development of 3 applications
* options Value-at-Risk report
* liquidity monitoring report
* tails stress testing report
The exact allocation of the development tasks between the Intern, the Senior
Manager and the Consultant that already assists him will be defined at a
later stage.
Qualifications
* Strong experience in C++ programming; sound knowledge of VBA and SQL
* MSc or PhD, preferably in Sciences or Finance; strong proven
analytical skills
* Enthusiasm and desire to expand knowledge of market risk management
within a capital markets and derivative products context
*
To apply, please send your CV in English, quoting reference PHYSICS3663 to
Sarah Ball, Personnel Department, European Bank for Reconstruction and
Development, One Exchange Square, London EC2A 2JN. Fax number 44 171 338
6097. Email: [log in to unmask]
All applications will be acknowledged. For further information about the
Bank's mission, please visit our website: www.ebrd.com
Sarah Ball
Recruitment, Personnel Department
EBRD
[log in to unmask]
Tel: 44 (020) 7338 6477/Fax: 44 (020) 7338 6097
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