Richard Varga
Angestellt, Professional Balance Sheet Risk Manager, Raiffeisen Bank International AG
Vienna, Österreich
Werdegang
Berufserfahrung von Richard Varga
Bis heute 4 Jahre und 10 Monate, seit Aug. 2019
Professional Balance Sheet Risk Manager
Raiffeisen Bank International AG3 Jahre und 6 Monate, Dez. 2015 - Mai 2019
Quant Market & Liquidity Risk Methods and Models
Erste Bank2 Jahre und 10 Monate, Feb. 2013 - Nov. 2015
Consultant
Capco
1 Jahr und 6 Monate, Juli 2011 - Dez. 2012
Consultant
ifb Slovakia s.r.o.
Risk & Compliance - Adaption of Counterparty risk management database and reporting to new data sources, - Development & testing of data structure & quality in cooperation with both business and IT side, - Revision, optimization, documentation of bank internal developed risk & controlling tools
8 Monate, Okt. 2010 - Mai 2011
portfolio associate
Prva penzijna spravcovska spolocnost
- Revision & rebuild of Value-at-Risk model (analytic method), - Portfolio maintenance, - Valuation of mutual funds
1 Jahr und 2 Monate, Aug. 2009 - Sep. 2010
business analyst
Postova banka
- Sales reporting (loans and deposits), - Data mining, - Campaign analysis, - Process optimization
Ausbildung von Richard Varga
1 Jahr und 10 Monate, Sep. 2009 - Juni 2011
Economic and Financial Mathematics
Comenius University in Bratislava
Thesis: Asset-liability management of the bank through connection of Markowitz problem with economic capital concept by short historical data sample
2 Jahre und 10 Monate, Sep. 2006 - Juni 2009
Economic and Financial Mathematics
Comenius University in Bratislava
Thesis: Analysis of Barrier option's characteristics and valuation using Monte Carlo simulation
Sprachen
Deutsch
Fließend
Englisch
Fließend
Ungarisch
Grundlagen
Russisch
Grundlagen
Slovak first language
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