Icaap Methods

**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 unit “ICAAP” within the Enterprise-wide Risk Management (ERM) division, ensures group-wide risk portfolio steering based on a holistic, cross-risk oversight of risks. The ICAAP team supports the Erste Group’s management with a robust enterprise-wide risk management framework to ensure that the bank group has the capacity to bear its acquired risks. The main focus areas of the unit are the Risk Materiality Assessment (RMA), Risk Bearing Capacity Calculation (RCC), Risk Appetite Statement (RAS), limit steering and defining the risk strategy. It is responsible for the Group, EBOe, Holding single entity and acts as competence center towards Sparkassen.

Your Tasks
Driving the group-wide implementation and enhancement of the Group ICAAP Framework and embed them into the risk governance with a special focus on AT entities
Ensuring regulatory compliance by addressing regulatory/supervisory requirements and review processes
Performing in-depth analyses on selected cross-risk issues for reporting to senior management and external stakeholders
Supporting / performing quarterly Risk Bearing Capacity Calculation (RCC) process as well as budget of Pillar 2 capital adequacy and drive its regular enhancement
Maintaining and strengthening single name limit steering framework, develop consistent standards and methodologies, and drive the implementation of these improvements
Maintaining the robust ICAAP policy governance
Contributing to key projects within Erste Group which are relevant to the ICAAP
Your Background
At least 3 years’ experience in ICAAP, risk management (credit, market, liquidity risk) or other quantitative field (e.g. ALM, Controlling, Reporting)
Bacherlor’s or Master’s degree in an area relevant for this position
You are a quantitative and analytical mind
Skills to work in a complex and dynamic environment
Team player with hands-on and rolled-up sleeve approach, willingness to learn and excellent interpersonal and communication skills
Fluent in German and English
Interested in working in an international and highly motivated team
You want to develop quickly in a high profile area of the Group
Our Offer
We offer an exciting and challenging responsibility area with significant individual responsibility
We commit to support you in your professional and personal development
We stand out as a family-friendly workplace and offer our employees, flexible working time and modern workplace options, company kindergarten, health centre, actively promote parental leave and many more family-friendly measures
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 39.356,80 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 individual remote work options.
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.