Job Senior Rating/LGD Development Specialist (m/f) Wien Erste Group Bank AG - Jobangebote

Berufsbezeichnung: Senior Rating/LGD Development Specialist (m/f)

Arbeitsbeschreibung:
Erste Group Bank AG is the corporate headquarter for a group of leading banks in Central and Eastern Europe (CEE), enjoying continued growth and stability in one of the most interesting and promising regions in Europe. We provide strategic leadership, central business functions and groupwide infrastructure, supported by bright and talented people sharing a common strategy.

Become an employee in our INSTITUTIONAL CLIENTS Erste Group Bank AG as

1 Senior Rating/LGD Development Specialist (m/f)

.

The corporate rating competence center (CCC) is responsible for the Basel II and IFRS9 parameter model development for corporates, banks, sovereigns and specialized lending in the Erste Group Bank AG and its subsidiaries. We provide the development and the maintenance of quantitative methodology and models for ratings, the corresponding PD calibration and LGD model development as a service to the entities in Erste Group.

YOU:

... possess a masters degree in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Natural Sciences)

... have minimum 5 years of experience in quantitative risk modelling in a financial institution

... are computer literate in MS-Office and VBA and are an expert in data processing and statistical data analysis using SAS

... developed a broad understanding of how ratings and risk parameters are used in risk controlling for regulatory (pillar I and pillar II) and pricing / contribution margin schemes

... have extensive experience in communication with internal and external auditors and with regulators

... have a high experience in project management

... are a good team player, being able to communicate remotely with more senior stakeholders

... speak English fluently; any other core market language (German, CEE) would be an advantage

... develop statistical and expert based models in close cooperation with the local entities

... define, prepare and analyse the required data using VBA and SAS

... take over the project management for the model development

... harmonize the group wide definitions and concepts for data collection standards as well as the rating algorithms/methodology

WE:

... offer challenging analytical tasks in a highly motivated, international environment

... support your professional and personal development in gaining experience in quantitative risk management in a financial institution

... 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 38.975 gross per year for this position, in accordance with the respective collective Agreement.

INTERESTED?

We are looking forward

to receiving your complete

online application.

https://recruitingapp-2636.umantis.com/Vacancies/3937/Description/1 Das Mindestentgelt für die Stelle als Senior Rating/LGD Development Specialist (m/f)

beträgt 38.975,00 EUR brutto pro Jahr auf Basis Vollzeitbeschäftigung. Bereitschaft zur Überzahlung.

Stunden pro Woche: 38,50

Angestelltenname: Erste Group Bank AG

Arbeitgeber-Adresse: Am Belvedere 1, 1100 Wien

Stellenkurzbeschreibung: Datenbankentwickler und -administratoren

Land: Österreich

Region: Wien

Vertragslaufzeit: Unbefristet

Vertragstyp: Vollzeit

Erforderliche Ausbildung: Uni/HS

Erfahrung: Gefordert

Quelle des Stellenangebots:
AMS, Öffentliche Arbeitsverwaltungen, Österreich

Fahrerlaubnis: Nein

Wie Sie sich bewerben: Bewerbung + Lebenslauf an den Arbeitgeber