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


This is an invitation to challenge us. To question routines, to not accept things at face value, to share if you are of a different opinion. We welcome productive change and sound new ideas. And if you come up with better solutions, you will find support in implementing them. What we will keep is this attitude.

Senior Specialist in Basel II/III RWA Simulation (f/m)

Erste Group Bank AG is the corporate headquarter for a group of leading banks in Central and Eastern Europe (CEE), enjoying continued growth and stability in one of the most interesting and promising regions in Europe. We provide strategic leadership, central business functions and groupwide infrastructure, supported by bright and talented people sharing a common strategy.

RWA Control and Stress Tests is part of the Department "Group ICAAP and Integrated Risk Management", which belongs to Group Strategic Risk Management.
RWA Control and Stress Tests main tasks are management of RWA aiming for optimised application of the Basel framework and provision of an adequate and automated calculation infrastructure. An additional task is performance of groupís credit risk stress testing framework.

You ...

... improve and maintain the credit stress testing and Basel II/Basel III RWA simulation IT infrastructure

... design and program new simulation modules according to IT industry standards in order to satisfy new department needs or to improve processing efficiency

... define, develop and maintain stress testing, RWA analysis and simulation reports

... provide quantitative and qualitative analysis of RWA and Expected Loss trends in the different risk portfolios of the group and prepare related management reports

... bring very good knowledge of SAS, SQL and VBA programming

... possess hands on experience on banking data warehouse applications, ideally on Basel II/Basel III computation platforms

... have attention to details and interest in working with IT related issues as well as willingness to understand complex data structures and processes; you possess strong analytical skills and interest in working with data.

... possess a good command of the English language; knowledge of German and/or CEE languages is of advantage

We ...

... offer a very diverse job in an interesting and dynamic field with excellent perspectives

... support your professional and personal development

... 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 37.485,00 gross per year for this position, in accordance with the respective collective agreement.


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