People like her need professionals with creativity, talent and reliability. As a professional you can contribute substantially to our customers' security and satisfaction. Do you approach your work with passion, interdisciplinary thinking, reliability and a dash of creativity? Then you may well have just found your new job.

Senior Specialist in Stress Testing (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 unit Credit Risk Simulations is part of the Department „Credit RWA Management and Simulation“, which belongs to Enterprise-wide Risk Management.
Credit Risk Simulations main tasks' are proper, timely and high quality computation of all forward looking parts of credit RWAs, focusing primarily on the credit risk part of stress tests and RWA impacts for simulations.


YOU:

- have a quantitative backround and sound experience in banking, ideally across the different business segments and types of risks (particularly credit and market risk)
- possess an excellent understanding of business and economics, ideally with previous exposure to either portfolio management, credit risk management, asset-liability management or macro-economic research
- communicate to the regulator and give quantitative support to other colleagues in the department
- contribute to all team activities as regards to the performance of group-wide stress tests both for external stakeholders (mainly EBA and OeNB) and for internal steering purposes
- enhance stress testing capabilities and undertake comprehensive (through all risk types) and reverse stress tests, credit risk sensitivities, historical and scenario-based exercises
- take over the direct responsibility for the end-to-end process of a dedicated part of the stress testing programme
- are in charge of the preparation, computation and reporting of portfolio insights out of stress tests as well as the translation of the results into recommendations to the senior management
- participate in the maintenance, development and enhancement of the credit risk stress testing infrastructure and RWA simulation platforms
- provide support to the team's agenda by continuously improving the methodological stress testing framework of the group-work with other groups in the bank to coordinate the stress test process and support the local entities as needed
- lead and participate in working groups related to risk-based steering
- are an excellent teamplayer-are motivated and able to work under pressure and tight deadlines-have strong analytical, quantitative and data handling skills and attention to detail
- are familiar with statistical analysis/programming languages packages like SAS, SQL and VBA (advanced programming knowledge of advantage
- have excellent written English coupled with solid communication skills (knowledge of German and CEE languages of advantage)


WE:

- will support you to achieve your responsibilities and give you the possibilty to enhance the group's risk management platform and framework with your talent
- offer a great opportunity for a motivated individual to join a highly skilled team which has a track record in providing the group's management with essential high quality steering and management Information
- guarantee a competitive and performance-related salary which will depend on your professional and personal qualifications. We are obliged by law to quote the minimum wage of EUR 35.920,-- gross per year for this position, in accordance with the respective collective agreement

INTERESTED?
We are looking forward to hearing from you!

INTERESTED?

We are looking forward to hearing from you!