Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM
 
2022-02-24

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

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.

ICAAP Methods & Limit Steering 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.

The unit "ICAAP" within the Enterprise-wide Risk Management (ERM) division, ensures group-wide risk portfolio steering based on a holistic, cross-risk oversight of risks. The ICAAP team supports the Erste Group's management with a robust enterprise-wide risk management framework to ensure that the bank group has the capacity to bear its acquired risks. The main focus areas of the unit are the Risk Materiality Assessment (RMA), Risk Bearing Capacity Calculation (RCC), Risk Appetite Statement (RAS), limit steering and defining the risk strategy. It is responsible for the Group, EBOe, Holding single entity and acts as competence center towards Sparkassen.

Your Tasks

  • Driving the group-wide implementation and enhancement of the Group ICAAP Framework and embed them into the risk governance with a special focus on AT entities
  • Ensuring regulatory compliance by addressing regulatory/supervisory requirements and review processes
  • Performing in-depth analyses on selected cross-risk issues for reporting to senior management and external stakeholders
  • Supporting / performing quarterly Risk Bearing Capacity Calculation (RCC) process as well as budget of Pillar 2 capital adequacy and drive its regular enhancement
  • Maintaining and strengthening single name limit steering framework, develop consistent standards and methodologies, and drive the implementation of these improvements
  • Maintaining the robust ICAAP policy governance
  • Contributing to key projects within Erste Group which are relevant to the ICAAP

Your Background

  • At least 3 years' experience in ICAAP, risk management (credit, market, liquidity risk) or other quantitative field (e.g. ALM, Controlling, Reporting)
  • Bacherlor's or Master's degree in an area relevant for this position
  • You are a quantitative and analytical mind
  • Skills to work in a complex and dynamic environment
  • Team player with hands-on and rolled-up sleeve approach, willingness to learn and excellent interpersonal and communication skills
  • Advanced IT knowledge including MS Excel, Word, Power Point; knowledge of further application is an advantage (e.g. SQL, SAS,...) in order to automate existing processes
  • Fluent in German and English
  • Interested in working in an international and highly motivated team
  • You want to develop quickly in a high profile area of the Group

Our Offer

  • We offer an exciting and challenging responsibility area with significant individual responsibility
  • We commit to support you in your professional and personal development
  • We stand out as a family-friendly workplace and offer our employees, flexible working time and modern workplace options, company kindergarten, health centre, actively promote parental leave and many more family-friendly measures
  • Discover and enjoy the benefits of Erste Group
  • 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!
  • We offer our employees individual remote work options.
  • 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.

Apply Now!
(direct link to the job offer)

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