Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM
 
2019-09-13

STELLE NICHT MEHR VAKANT - BITTE NICHT MEHR BEWERBEN!!!

200 years #believeinyourself Working at Erste Group means working together on the future of us all: our customers, our company, each individual. This takes to believe in yourself and the people around you; as well as to meet others with respect, empathy and understanding of diverse life stories.

Model Landscape Expert (w/m/d)

Erste Group was founded in 1819 as the first Austrian savings bank and today it is one of the largest banking groups in Central and Eastern Europe (CEE). As an attractive employer, Erste Group offers interesting career opportunities in an international environment.

The department “Model Landscape” is responsible for over-arching themes of model risk & governance within the Credit Risk Models area, including project management for key initiatives in the area (i.e. material model changes). In addition, it deals with strategic planning of model changes, management and control of model life-cycle process execution, coordination and quality assurance of Holding Model Committee & management of Model Inventory and IRB Rollout plan.

Your tasks

  • End to end project management of selective, mainly material model change projects
  • Strategic annual activity setting and regulatory stock-take planning (1-3 years horizon)
  • Implementation and management of the Credit Risk Model Inventory;
  • Coordination and quality assurance of the Holding Model Committee (i.e. HMC-Office)
  • IRB Credit Risk Models related documentation: coordination of ex-ante & ex-post model change applications preparation
  • Management of IRB Credit Risk Rollout plan
  • Supervision of over-arching Credit Risk Models policies
  • Intra-divisional coordination of RWA budgeting activities for Pillar 1 models
  • Close collaboration with legal entities of Erste Group Bank AG, as well as model developers, validators & users

Your background

  • Master degree in business administration, economics, finance or a similar field
  • At least 7 years’ experience in banking industry, preferably in risk controlling or (credit) risk management area
  • Experience in the fields of risk controlling, strategic risk & project management
  • Excellent analytical skills and understanding of the regulatory environment
  • Advanced communication skills at different horizontal & vertical levels
  • Ability to constructively contribute to the resolution of conflicts
  • Excellent English knowledge (verbal and written), German or CEE language are an advantage

Our Offer

  • An autonomous and exposed position with a highly diversified range of topics
  • We provide the opportunity to deep-dive into the exciting field of Model Risk & Governance
  • We offer the opportunity to work with a highly motivated and ambitious multi-national team
  • We guarantee a competitive and performance-related salary dependent on your professional and personal qualifications. We are obliged by law to quote the minimum wage of EUR 38.052,-- gross per year for this position, in accordance with the respective collective agreement.
  • We are proud to be an equal opportunity employer without regard to age, colour, religion, sex, sexual orientation or national origin. We live diversity!

Interested?

We are looking forward to hearing from you!

Degree of Employment: Full-Time Primary
Location: Austria-Vienna-Vienna

Jetzt bewerben!
(Direktlink zum Stellenangebot)

Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.