Risk Planning and Stress Testing Expert (m/f)

      Erste Bank

      Wien - vor 1 Monat

      "I believe that there are different ways to achieve a goal."


      So do we.
      Working at Erste Group means pursuing a common goal and being enthusiastic about shared values. We always treat one another with respect, empathy, and understanding for our diverse backgrounds. This applies to our customers as well as to our employees..

      Risk Planning and Stress Testing Expert (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 department "Group ICAAP" belongs to the division "Enterprise-wide Risk Management" and consists of two groups: "Risk Planning and Stress Testing" and "ICAAP Methods and Limit Steering ".
      The focus of the department lies on the group-wide strategic risk management framework including its integration into bank steering and planning/stress testing across all risk types, business segments and legal entities.
      The department is staffing a new position which will be responsible for Erste group-wide processes, methodology, governance and operational matters related to IFRS 9 Forward Looking Information.

      This position offers the opportunity to closely engage in macroeconomic scenario design process, regulatory related topics, quantitative and/or econometric related tasks as well as developing and supporting Risk Planning and Stress Testing infrastructure and processes.


      • have the ownership of the IFRS 9 Forward Looking Information (FLI) process including scenario generation and alignment
      • are involved in the assessment and incorporation of FLI into Expected Credit Losses calculation
      • define and implement group-wide standards and policies
      • keep group wide oversight of the FLI process ensuring robust governance on the Group level, oversight of the local policy governance and monitoring of the local specific components
      • maintain and develop the methodology
      • design and review scenarios and participation in respective approval committees
      • monitor macroeconomic drivers and events
      • align with Erste Group entities in CEE and Austria
      • possess a university degree in economics, finance or other fields with relevant experience in the area of finance and/or economics
      • have at least 3 years of prior experience related to the relevant tasks and responsibilities, preferably (but not exclusively) in the risk management area
      • ideally bring in Data management skills and programming knowledge (considered as an advantage)
      • are highly motivated, hardworking, results driven and awilling to learn person enjoying getting the things done and you are able prove it based on your past achievements
      • have interest in understanding new processes and ability to drive change while translating the emerging requirements into an effective operating framework
      • are interested in understanding complex data structures and processes but also have the ability to present complex issues in a simplified manner
      • are able to work across diverse cultural backgrounds and with different entities across the CEE region
      • possess excellent written English combined with solid communication skills; knowledge of German and/or CEE languages is considered an asset


      • offer a great opportunity for a motivated individual to join a highly skilled, dynamic and multicultural team, which has a track record in providing the group's senior management with essential high quality steering and management information
      • support your professional and personal development
      • guarantee a competitive and performance-related salary dependent on your professional and personal qualifications. We are obliged by law to quote the minimum wage of EUR 36.926,-- gross per year for this position, in accordance with the respective collective agreement
      • foster a work environment in where age, skin colour, gender, sexual orientation and cultural background are seen as the key to our success - we live diversity!


      We are looking forward to hearing from you!

      Degree of Employment: Full-Time

      Primary Location: Vienna

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