Credit Risk Model Validation Expert

vor 2 Wochen

Wien, Österreich Erste Group Bank AG Vollzeit

**Location***:
Wien

**Working hours***:
Full-time

**Occupational Area***:
Risikomanagement

**Company***:
Erste Group Bank AG

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 Model Validation unit is responsible for setting the validation methodology and standards for all Credit Risk Models and Methods across Erste Group. The purpose of the Model Validation unit is to independently challenge and make certain all Credit Risk Models and Methods used by the Erste Group are regulatory compliant and fit for purpose.

**Your Tasks**:

- Conducting independent model validations (i.e. credit risk Pillar 1, 2 & IFRS 9, operational risk, stress test)
- Maintaining the group-wide validation methodology and standards to be applied to all credit, operational risk, and stress test models
- Implementing validation methodology and standards in dedicated analytical environment and tracking validation findings and remediation plans
- Internal communication and cooperation with relevant stakeholders and reporting status and outcomes to the superiors and committees

**Your Background**:

- At least 5 years of experience in the validation or development of statistical models in large corporation, preferably in credit risk models area
- Substantial knowledge of credit risk model-related banking regulation, market practices and relevant industry best-practices in credit risk model methodology
- Confidence with programming languages (e.g. SAS, R, Python)
- Excellent problem-solving skills, high commitment and ability to work independently

**Our Offer**:

- A very diverse job in a dynamic and motivated team
- Discover and enjoy the benefits of Erste Group
- The minimum wage for this full-time position in accordance with the collective agreement with complete fulfillment of the functional profile is EUR 44.567;
- gross per year. But this is just a formality - we would be happy to talk about your actual salary in person
- We offer our employees the opportunity to divide their hours between working from home and at the office.
- Erste Group considers the diversity of its 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.

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