Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM


Erste Bank

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.

Credit RWA Management and Control Specialist (all genders)

Location: Vienna
Working hours: Full-time
Occupational Area: Risk management
Company: Erste Group Bank AG

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.

Credit RWA Management and Methods is part of the Group Enterprise-wide Risk Management. The main tasks of our unit are management of credit RWA aiming for optimised application of the Basel framework and provision of an adequate and automated calculation infrastructure.

Your Tasks

  • Deep knowledge about the central credit RWA calculation from exposure to RWA based on the current legal framework
  • Understanding End-to-End - Credit RWA relevant data definition and data flow, how the data is organized, processed and transformed from the central dataware house through the calculation engine to the reporting solutions
  • Ensure consistency with Austrian and international regulations; ensuring Basel II/III/IV compliant Credit RWA Calculation in Erste Group
  • Respond to regulatory requests (i.e. OeNB / ECB requests; SREP process, etc.)
  • Active role in participation and contribution to regular as well as ad hoc steering committees and meetings in particular in respect with ongoing Credit Risk RWA (Pillar 1+2) related topics
  • Active and independent role in the relations with internal stakeholders, supporting RWA initiatives in order to assure compliance with laws and regulations;
  • Managing from business side project and initiatives related to the adequate calculation process and infrastructure
  • Develop innovative frameworks and tools

Your Background

  • At least 5-7 years of relevant working experience in risk management areas
  • Interest in understanding complex data structures and processes
  • Attention to detail and interest in working with data and IT related issues
  • Experience in working within an agile SCRUM team
  • Ability to work across diverse cultural backgrounds
  • Knowledge of SAS and SQL is an advantage
  • Strong analytical, quantitative and data handling skills and attention to details

Our Offer

  • Great opportunity for a motivated individual to join a highly skilled international team which has a track record in providing the group's management with essential high quality steering and management information
  • An opportunity to enhance the group's risk management platform and framework with your talent
  • We offer our employees individual remote work options
  • Discover and enjoy the benefits of Erste Group
  • Erste Group considers the diversity of its employees as key to innovation and success. As employer we are proud to offer everyone equal chances, irrespective of age, skin colour, religious belief, gender, sexual orientation or origin
  • The minimum wage for this full-time position in accordance with the collective agreement with complete fulfillment of the functional profile is EUR 39.356,80 gross per year. But this is just a formality - we would be happy to talk about your actual salary in person!

Apply Now!
(direct link to the job offer)

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