Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM
 
2018-02-08

STELLE NICHT MEHR VAKANT - BITTE NICHT MEHR BEWERBEN!!!

Credit Limit System - Senior Treasury Specialist (f/m)

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.

Within Erste Group Risk Management, the organisational unit 'Credit Limit System' is in charge of operatively managing and monitoring credit risk concentrations towards counterparties and countries across Erste Group. This includes the business ownership for the group-wide credit limit system, which needs to be replaced. This system calculates exposure to credit risk from commercial and capital markets transactions, aggregates them along various dimensions, and enables group-wide limitation and monitoring.

You:

... define and ensure group-wide state-of-the-art counterparty credit risk monitoring and limit management, with a particular focus on capital market and treasury transactions

... prepare, align and review business requirements with risk management units, business lines and responsible ORG/IT business analysts and project managers

... conduct multiple, complex functional improvement projects simultaneously and are responsible for the implementation of business-related topics in the upgrade/replacement of the current limit management infrastructure

... regularly review regulatory developments and credit risk management standards and enhance the credit risk calculation model accordingly

... effectively guide and supervise a small team of business professionals

... align and communicate enhancements and changes with the various business units and Erste Group subsidiaries

... define and carry out measures for data quality assurance

... prepare training materials and carry out trainings for diverse audiences

... contribute to policies, working instructions and documentations

... hold a university degree in quantitative finance, physics, mathematics/statistics or equivalent

... have at least 7 years of experience in a banking and finance environment, preferably in quantitative counterparty credit or market/liquidity risk management; experience with implementing a complex third-party IT solution is a strong plus

... know existing and emerging regulations within the counterparty credit risk domain

... have excellent analytical skills, the capacity to analyse and solve complex problems and experience in translating these into business requirements for subsequent IT implementation

... are highly solution-oriented and have the proven ability to 'get things done'

... possess excellent English skills both orally and written - advanced German is of advantage

We:

... offer a very diverse job in an interesting and dynamic field with excellent perspectives

... support your professional development

... offer you a competitive and performance-related salary dependent on your experience and personal qualifications. By law we are obliged to quote the minimum salary of EUR 35.920,-- gross per year for this position, in accordance with the respective collective agreement

Interested?
We are looking forward to hearing from you!

Degree of Employment: Full-Time
Primary Location: Austria-Vienna

Apply Online

erstebank.at/karriere

Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.