FAM-ily  

Financial and Actuarial Mathematics  
TU Wien, Austria  

 
2019-03-13

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

Working at Erste Group means pursuing a common goal and being enthusiastic about shared values. We always treat one another with respect, empathy, and understanding for our diverse backgrounds. This applies to our customers as well as to our employees.

Audit Specialist (f/m)

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 for Audit Methods and Risk Models has major focus on auditing credit, market and operational risk models as well as relevant processes throughout the whole Erste Group.

Your tasks

  • Perform reviews and assessments of the bank's internal risk models for market risk, interest risk in banking book and liquidity risk incl. their validation
  • Assess the adherence of internal risk models and relating calculation to regulatory (CRR, CRD and eventually local CEE) requirements
  • Review the consideration of risk model results for pillar I (own fund requirement), pillar II (ICAAP) and in internal processess (monitoring, reporting etc.)
  • Review the group governance framework relating to the particular risk model
  • Accompany the regulatory model examination and approval process

Your background

  • University degree in Mathematics, Statistics or Physics
  • Knowlegde of the risk relevant processes within the group is of advantage
  • Advanced knowledge of model specific IT tools (e.g. SAS) and database languages (SQL) and MS-Excel
  • Knowledge of the internal systems Calypso, Kondor + and CDMS of advantage
  • Willgness to learn and continously expand professional knowledge
  • Quick understanding - ability to identify and assess a very diverse set of potential problems and eventually formalize solution proposals
  • Ability to document examination results in objective, transparent and comprehensive manner
  • Ability to constructively contribute to the resolution of conflicts as well as strong communication and negotiation skills
  • Client orientation, ability to understand client position and needs
  • Enjoys working in a team both providing input and learning from colleagues to achieve a common target but also working independently
  • Willingness to travel and participate in audits performed in CEE countries
  • Drivers license B
  • Proficient German and English skills, other CEE languages would be an asset

Our offer

  • To be a part of a growing unit with the accompaning challenges, responsibilities and especially possibilities and chances for further development.
  • To closely work with internal (risk management) and external (regulator) stakeholders and become a visible part of the group's risk modelling landscape.
  • To have the chance to familiarize with the whole group, its employees, its business and its processes.
  • A competitive and performance-related salary dependent on your professional and personal qualifications is granted - the minimum wage for this position in accordance with the respective collective agreement is EUR 36.926,-- gross per year
  • We foster a work environment in where age, skin colour, gender, sexual orientation and cultural background are seen as the key to our success - we live diversity!

Interested?
We are looking forward to hearing from you!

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

Apply online
(Direktlink zum Stellenangebot)
(https://www.erstegroup.com/en/career)

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