Model Landscape Expert (m/f)

Erste Bank
  • Wien
  • Vollzeit
  • Berufserfahrung
  • 17.4.2019

"I believe that continuous development is the most important step to a successful career." #glaubandich

So do we.
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.

Model Landscape Expert (m/f)

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 "Model Landscape" is responsible for over-arching themes of model governance within the Credit Risk Models area, including project management for key initiatives in the area (i.e. material model changes).

In addition, it deals with strategic planning of model changes, management and control of model life-cycle process execution, coordination and quality assurance of Holding Model Committee & management of Model Inventory and IRB Rollout plan.

YOUR TASKS:

  • Project management of selective, mainly material model change projects;
  • Strategic annual activity setting and regulatory stock-take planning (1-3 years horizon);
  • Implementation and management of the Credit Risk Model Inventory;
  • Coordination and quality assurance of the Holding Model Committee (i.e. HMC-Office);
  • IRB Credit Risk Models related documentation: coordination of ex-ante & ex-post model change applications preparation
  • Management of IRB Credit Risk Rollout plan
  • Supervision of over-arching Credit Risk Models policies
  • Intra-divisional coordination of RWA budgeting activities for Pillar 1 models
  • Close collaboration with legal entities of Erste Group Bank AG, as well as model developers, validators & users

YOUR BACKGROUND:

  • Master degree in business administration, economics, finance or a similar field
  • Experience in the fields of risk controlling & project management
  • Excellent analytical skills and understanding of the regulatory environment
  • Advanced communication skills at different horizontal & vertical levels
  • Ability to constructively contribute to the resolution of conflicts
  • Excellent English knowledge (verbal and written), German or CEE language are an advantage
  • At least 7 years' experience in banking industry, preferably in risk controlling or (credit) risk management area

OUR OFFER:

  • An autonomous and exposed position with a highly diversified range of topics
  • We provide the opportunity to deep-dive into the exciting field of Risk Models and Governance
  • We offer the opportunity to work with a highly motivated and ambitious multi-national team
  • We 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 36.926,-- gross per year for this position, in accordance with the respective collective agreement.

Degree of Employment: Full-Time

Primary Location: Vienna

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Erste Bank

Banken, Finanz, Versicherung
501+ Mitarbeiter

Über uns

Die Erste Bank wurde 1819 als „Erste österreichische Spar-Casse“ gegründet und ist heute Teil der Erste Group, einer der führenden Geldinstitutionen in Zentral- und Osteuropa. Mehr als 47.000 MitarbeiterInnen arbeiten an Projekten unserer KundInnen. Wir erkennen Märkte,…

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