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ERErste Group

Audit Specialist Risk Models(m/w/x)

Wien
from 49,772.8 / year
Full-timeWith Home OfficeExperienced

Reviewing and assessing market and liquidity risk methodologies for a domestic financial institution. Minimum 3 years in market risk, with a university degree in quantitative fields, required. Hybrid work model.

Requirements

  • Minimum 3 years experience in market risk
  • Ideally, audit relevant certification (CIA, CFA etc.) or in process of obtaining
  • University degree in Mathematics, Econometrics or Statistics
  • Proficient knowledge in data analytics/data mining
  • Preferred experience in SAS/Python/R programming
  • Knowledge of banking regulatory framework
  • Specific knowledge of market risk regulations
  • Willingness to learn and expand professional knowledge
  • Quick understanding ability
  • Problem identification, assessment, and solution formalization
  • Objective, transparent, comprehensive documentation skills
  • Advanced communication and negotiation skills
  • Constructive conflict resolution contribution
  • Client orientation
  • Understanding of client position and needs
  • Enjoyment of teamwork and independent work
  • Willingness to travel for CEE audits
  • Driver's license B
  • Strong German and English communication skills
  • Other CEE languages (asset)

Tasks

  • Coordinate audit activities within Erste Group.
  • Review market and liquidity risk methodologies and metrics.
  • Assess market and liquidity risk methodologies and metrics.
  • Conduct audits for regulatory compliance.
  • Audit market and liquidity risk policies and frameworks.
  • Audit market and liquidity risk governance.
  • Audit internal controls for the banking book.
  • Accompany regulatory model examination and approval processes.
  • Support CEE audit units on market and liquidity risk.
  • Develop audit programs.
  • Tailor audit programs based on common standards.
  • Carry out audit fieldwork.
  • Draft audit reports.
  • Align audit reports.
  • Finalize audit reports.

Work Experience

  • 3 years

Education

  • Bachelor's degree

Languages

  • GermanBusiness Fluent
  • EnglishBusiness Fluent
  • ChechenBasic

Tools & Technologies

  • SAS
  • Python
  • R

Benefits

Flexible Working

  • Hybrid work model

Learning & Development

  • Further education
  • Certifications
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of Erste Group and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.

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