Your personal AI career agent
Audit Specialist Risk Models(m/w/x)
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
- German – Business Fluent
- English – Business Fluent
- Chechen – Basic
Tools & Technologies
- SAS
- Python
- R
Benefits
Flexible Working
- Hybrid work model
Learning & Development
- Further education
- Certifications
Like this job?
BetaYour Career Agent finds similar jobs for you every day.
Not a perfect match?
- Raiffeisen Bank InternationalFull-timeWith HomeofficeExperiencedWienfrom 56,000 / year
- Raiffeisen Bank International
Internal Auditor with Focus on Bank Steering(m/w/x)
Full-timeWith HomeofficeExperiencedWienfrom 56,000 / year - Erste Group
Risk Specialist in ICAAP(m/w/x)
Full-timeWith HomeofficeExperiencedWienfrom 44,860 / year - Erste Group
Model Validation Scientist(m/w/x)
Full-timeWith HomeofficeExperiencedWienfrom 49,772.8 / year - LGT Bank AG, Zweigniederlassung Österreich
Senior Internal Auditor(m/w/x)
Full-timeWith HomeofficeManagementWienfrom 66,000 / year
Audit Specialist Risk Models(m/w/x)
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
- German – Business Fluent
- English – Business Fluent
- Chechen – Basic
Tools & Technologies
- SAS
- Python
- R
Benefits
Flexible Working
- Hybrid work model
Learning & Development
- Further education
- Certifications
Like this job?
BetaYour Career Agent finds similar jobs for you every day.
About the Company
Erste Group
Industry
FinancialServices
Description
The company is one of the largest banking groups in Central and Eastern Europe, offering diverse career opportunities.
Not a perfect match?
- Raiffeisen Bank International
Internal Auditor with Focus on Bank Steering(m/w/x)
Full-timeWith HomeofficeExperiencedWienfrom 56,000 / year - Raiffeisen Bank International
Internal Auditor with Focus on Bank Steering(m/w/x)
Full-timeWith HomeofficeExperiencedWienfrom 56,000 / year - Erste Group
Risk Specialist in ICAAP(m/w/x)
Full-timeWith HomeofficeExperiencedWienfrom 44,860 / year - Erste Group
Model Validation Scientist(m/w/x)
Full-timeWith HomeofficeExperiencedWienfrom 49,772.8 / year - LGT Bank AG, Zweigniederlassung Österreich
Senior Internal Auditor(m/w/x)
Full-timeWith HomeofficeManagementWienfrom 66,000 / year