Financial and Actuarial Mathematics  
TU Wien, Austria  



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.

Auditor (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 major focus of the unit Audit Credit is on auditing credit, market and operational risk models as well as relevant processes throughout the whole Erste Group.


  • perform reviews and assessments of the bank's risk models (incl. their validation) in use (credit, market, operational)
  • perform re-calculations of risk model results
  • assess the adherence of used models and RWA calculation to regulatory (CRR, CRD and eventually local CEE) requirements
  • review the RWA calculation underlying processes (e.g. collateral allocation and exposure calculation) as well as the underlying control procedures
  • review the consideration of risk model results for pillar I (capital requirement) and pillar II (ICAAP)
  • review the group wide implementation and usage of risk models
  • accompany the regulatory model examination and approval process
  • hold a university degree in Mathematics, Statistics or Physic
  • ideally possess knowlegde of the credit processes within the group
  • show advanced knowledge of model specific IT tools (e.g. SAS) and database languages (SQL) as well s MS-Excel
  • have the willgness to learn and continously expand your professional knowledge
  • have the ability to understand things quickly - ability to identify and assess a very diverse set of potential problems and eventually formalize solution proposals
  • possess the ability to document examination results in an objective, transparent and comprehensive manner
  • have advanced communication and negotiation skills
  • constructively contribute to the resolution of conflicts
  • show clientlient orientation and the ability to understand client position and needs
  • enjoy working in a team both providing input and learning from colleagues to achieve a common target but also working independently
  • have the willingness to travel and participate in audits performed in CEE countries
  • hold a drivers license B
  • speak German and English fluently - other CEE languages are an asset


  • give you the opportunity to be part of a growing unit with the accompaning challenges, responsibilities and especially possibilities and chances for further development
  • closely work together with internal (risk management) and external (regulator) stakeholders and are a visible part of the group's risk modelling landscape
  • offer you the chance to familiarize with the whole group, its employees, its business and its processes
  • 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 32.244,-- gross per year for this position, in accordance with the respective collective agreement.

We are looking forward to hearing from you!
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