Model Landscape Expert for Credit Risk (all genders)
1. Location: Vienna
2. Working hours: Full-time
3. Occupational Area: Risk management
4. Company: Erste Group Bank AG
5. Culinary delights
6. Health Center
7. Success through diversity
8. Learning & Development
9. Employee Share Program
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 Landscape” team is responsible mainly for the model governance of credit risk models. The key responsibilities include the management and rollout of CRM (Credit Risk Methods) specific policies and processes, the lead of projects and initiatives in the CRM area, the oversight and regular report of all CRM change the bank activities and the management of tasks and deliveries required by the regulation for the maintenance of Credit Risk Models. The model landscape department provides standards and services along the model lifecycle within CRM and local entities as stipulated in the respective policies.
Your Tasks
Model Inventory Tool
10. Own and further develop the CRM Model Inventory Tool, ensuring data quality and consistency
11. Define and manage DQ controls and coordinate improvements with stakeholders
12. Deliver regular and ad hoc aggregated reporting to relevant parties aggregated reporting to relevant parties
Model Governance
13. Contribute to groupwide governance framework and ensure regulatory compliant model lifecycle processes-wide governance frameworks and ensure regulatory compliant model lifecycle processes
14. Monitor policy coherence, track key lifecycle activities, and support reporting (e.g., Model Risk Management)
15. Provide organizational support for complex modelling activities when required
Model Implementation
16. Define and enhance the framework for smooth groupwide model implementation
17. Oversee and support end-to-end implementation of model changes incl. governance, requirements, communication, and stakeholder alignment to end implementation of model changes incl. governance, requirements, communication, and stakeholder alignment
Your Background
18. Strong understanding of credit risk models, rating processes and implementation as well as relevant regulations (min. 5 years working experience)
19. Experience with SQL, Tableau, Jira, Confluence and project management are of advantage
20. Structured, independent, solution-oriented working style. oriented working style
21. Strong communication and organizational skills; team-oriented mindset. oriented mindset
22. Fluent in English; SQL/Tableau/JIRA/Confluence and PM experience beneficial
Our Offer
23. A key expert role with the opportunity to shape and enhance the groupwide credit risk model landscape
24. A dynamic, supportive, and passionate team environment with room for ownership and personal development
25. Broad exposure to strategic credit risk topics and close collaboration with model development, validation, and implementation teams
26. Exposure to regulatory governance and model lifecycle processes
27. A diverse range of tasks, encouraging continuous learning and development
28. Discover and enjoy the of Erste Group
29. The minimum wage for this full-time position in accordance with the collective agreement with complete fulfillment of the functional profile is EUR 49.772,80 gross per year. But this is just a formality - we would be happy to talk about your actual salary in person!
30. 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.