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.

Quantitative Specialist Credit Risk Model Validation (m/f), Bratislava

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.

The Risk Division of Erste Group Bank AG will set up a Service Center (Erste Group Service Center) in Bratislava. The Service Center is supposed to offer services for the Risk Division in Vienna related to the operations quantitative methods and validation, compliance, projects and reporting.

The team runs regulatory validations on all credit risk models of Erste Group and provides opinions on any new model to our internal steering committees. The validation team communicates with the management of the Holding, the Holding Model Committee (incl. local managers) and the european and domestic regulator ECB (European Central Bank), OeNB (Austrian National Bank), EBA (European Banking Assosiation), FMA (Financial Market Authority).

YOU:
  • perform regulatory validations of rating models and Basel II risk parameters across the group and verify the fulfilment of remedy actions.
  • complete initial validation of newly developed credit risk models and support the internal approval process.
  • support enhancements of the model validation methodology for rating methods and risk parameters.
  • completed university studies on a combination of mathematics/informatics and/or economics/econometrics.
  • have first experience in credit risk methods (e.g. rating methodology, rating models, parameter calculation or validation)
  • show an exceptional affinity for figures, details, precision and a pronounced understanding of complex concepts
  • have experience with data analysis, ideally in SAS
  • are a service oriented person and a dedicated team player with good communication skills
  • speak and write English fluently, ideally have knowledge in German, another CEE language would be an advantage
WE:
  • offer a challenging position in a dynamic and international environment.
  • provide a challenging opportunity to develop and sharpen your risk modelling abilities using the latest methodological developments.
  • support you to develop your intellect and wide your knowledge by participating with us in the model validation, essential element of control according to regulatory authorities and the international accepted “best practice”.

INTERESTED?
We are looking forward to your online application.
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ID: 1955134  Dátum zverejnenia: 15.12.2014 
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