Audit Specialist Risk Models (all genders)

Job description

Working with us means believing in the future; in the great people who are shaping it together every day and in the wide-ranging career paths it opens up. #believeinyourself Erste Bank Oesterreich is a leading domestic financial institution. As part of the international Erste Group, we are an attractive employer who offers interesting career opportunities. The unit Audit Risk Models is responsible for performing audits in Erste Group Bank AG, its subsidiaries in CEE and Austria with major focus on auditing credit, market, liquidity and operational risk and related models and methodologies, own funds requirements related processes as well as the adherence to specific laws and regulations. A second responsibility is the coordination of audit activities within Erste Group for the audit area of responsibility. Your Tasks: - Perform reviews and assessments of the bank’s market & liquidity risk methodologies and metrics (e.g. FRTB, IRRBB, CSRBB, FXRBB, LCR, NFSR) as part of the Group audit team in Austria - Conduct audits to ensure compliance with regulatory requirements and to ensure that the bank’s market and liquidity risk policies, frameworks, governance and internal controls for the...