Barnabás Piller
Student Support - Non-Retail Model Validation @ Raiffeisen Bank International AG
Austria
Vienna
Banking
R (Programming Language), PostgreSQL, Python (Programmiersprache), Git, Bash, Model Validation, Stochastic Processes, Machine Learning, Wahrscheinlichkeitstheorie, Statistik, Risikomanagement, Agile Softwareentwicklung, Kreditrisiken, Kapitalmärkte, Quantitative Finanzwissenschaft, Microsoft Excel, Data Visualization, Business Analytics
Experience
Student Support - Non-Retail Model Validation
Raiffeisen Bank International AG
Vienna, Austria
- Conduct periodic validation of credit risk models (Pillar I PD, IFRS 9 ECL) - Enhance validation concepts by addressing ECB and Internal Audit findings - Perform IT implementation testing on updated models
Summer Intern - Retail Model Validation
Raiffeisen Bank International AG
Wien, Österreich
Performed the periodic validation of the Economic Capital model and contributed to improvements in the validation concept
Summer Intern - Real Estate Valuations
Erste Group
Vienna, Austria
Education
WU (Vienna University of Economics and Business)
Quantitative Finance
Electives: - Advanced Topics in Continuous Time Finance - Market Microstructure - Financial Engineering - Optimization - Machine Learning in Finance
WU (Vienna University of Economics and Business)
Business and Economics
Specializations: Finance and Business Mathematics Graduated with Honors
Barnabás Piller's Contact Information
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