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Credit Limit System – Specialist Capital Markets Products – (m/f)

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.

Erste Group Bank AG will set up a Service Center (EGSC) in Bratislava. The EGSC will supplement the existing structure of the Risk Division. The Bratislava 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.

Within Erste Group Risk Management, the organisational unit "Credit Limit System" assumes the business responsibility for the implementation, operation and continuous further development of the group wide credit risk limit monitoring and management system. Erste Group Bank AG runs a group wide web-based software for managing overall counterparty credit risk and for managing cross border country risk.

Credit Limit System is one of the units within the Corporate Portfolio Monitoring & Management Department, which is part of the Group Credit & Market Risk Management Division.

YOU:
  • ensuring the Group-wide state-of-the-art credit risk monitoring and credit limit management, in particular
  • preparing and aligning business requirements with risk management units, business lines and responsible ORG/IT business analysts and project managers
  • conducting projects related to the representation and calculation of credit risk data & credit risk exposure for a wide range of capital markets and treasury products
  • defining the credit risk measurement model for specific treasury products and align the model with legal and internal risk management preconditions
  • regularly reviewing and enhancing the credit risk calculation model based on changes in the regulatory environment and in credit risk management standards
  • aligning and communicating enhancements and changes with the various business units (GCM & Corporates) and EG subsidiaries
  • updating credit risk model parameters in the system for treasury products e.g. money market products, derivatives, etc.
  • carrying out measures for data quality assurance with respect to credit risk data by checking exposure calculations for treasury products
  • reconciling data deliveries from various group-wide sources in the system to ensure correct exposure data in the system
  • hold a University degree in quantitative finance, physics, mathematics/statistics or equivalent relevant to banking and finance
  • have at least 3 years’ experience in banking, preferably in capital markets and treasury business, credit or market/liquidity risk management
  • have excellent analytical skills & capacity to analyse and solve credit risk calculation of complex financing structures
  • are highly solution-oriented and have the ability to “get things done”
  • have excellent English skills in written and verbal communication - German and/or CEE language of advantage
WE:
  • offer a very diverse job in an interesting and dynamic field with excellent perspectives
  • support your professional and personal development
You will be directly employed under Slovak labour conditions and will be integrated in the team in Erste Group Bank AG.

INTERESTED?
We are looking forward
to receiving your complete
online application.
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ID: 2078573  Dátum zverejnenia: 13.4.2015 
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