Au­dit ­Spe­cia­lis­t ­Ris­k ­Mo­del­s (al­l ­gen­der­s)

• Experience in market risk area of minimum 3 years. Ideally, we expect an audit relevant certification (such as CIA, CFA etc.) or in the process of obtaining certification
• A university degree in Mathematics, Econometrics or Statistics
• Proficient knowledge in the area of data analytics/data mining, preferably supported by experience in SAS/python/R programming
• Knowledge of banking regulatory framework and specific knowledge of market risk relevant regulations
• Willingness to learn and continuously expand your professional knowledge
• Ability to understand things quickly - ability to identify and assess a very diverse set of potential problems and eventually formalize solution proposals
• Ability to document examination results in an objective, transparent and comprehensive manner
• Advanced communication and negotiation skills, constructively contribute to the resolution of conflicts
• Client orientation and the ability to understand client position and needs
• Enjoy working in a team both providing input and learning from colleagues to achieve a common target but also working independently
• Willingness to travel and participate in audits performed in CEE countries and you hold a driver’s license B
• Strong written and verbal communication skills in German AND English - other CEE languages are an asset

• Perform reviews and assessments of the bank’s market & liquidity risk methodologies and metrics (e.g. FRTB, IRRBB, CSRBB, FXRBB, LCR, NFSR) as part of the Group audit team in Austria
• Conduct audits to ensure compliance with regulatory requirements and to ensure that the bank’s market and liquidity risk policies, frameworks, governance and internal controls for the banking book are adequate and functioning correctly
• Accompany the regulatory model examination and approval process
• Support our audit units in CEE countries concerning market and liquidity risk audit topics

• You have the possibility to carry out the audits with a high degree of autonomy and responsibility
• We offer you the possibility for further education and to gain other audit related certifications
• Discover and enjoy the benefits of Erste Bank

We consider the diversity of our 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.