Model Landscape Expert for Credit Risk (all genders)

Location:
Wien
Working hours:
Full-time
Occupational Area:
Risikomanagement
Company:
Erste Group Bank AG

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.

As part of our Model Landscape team, you’ll play a key role in shaping the governance and implementation of credit risk models across the group. We manage CRM-specific policies, ensure regulatory compliance, and support model development and lifecycle processes. Our team also provides group-wide expertise in asset class policies and default & forbearance standards — making us a central hub for credit risk model excellence.

Your Tasks

• Ensure group-wide governance and regulatory compliance for credit risk and AI-related models
• Monitor coherence of Model Landscape policies in context of model development projects
• Manage/support the E2E model implementation process of all model changes (oversight, definition of framework/governance, requirement specification for involved IT solutions, communication, stakeholder management)
• Maintain and oversee the Model Inventory Tool and ensure transparency across the model lifecycle
• Prepare regular and ad-hoc reports, driving consistency and alignment across the credit risk model landscape
• Support conformity assessments for high-risk AI models according to the EU AI Act

Your Background

• Minimum 5 years of experience in credit risk management (focus on rating processes, rating model implementation, rating tools) and solid understanding of credit risk models, processes, and relevant regulations
• Structured, independent and solution-oriented working style
• Strong communication, organizational, and problem-solving skills
• Fluent in English
• Experience with SQL, Tableau, JIRA, Confluence, or project management are an advantag

Our Offer

• Strategic involvement in credit risk model development and governance
• A dynamic, supportive team environment, handling diverse topics
• Opportunities to grow your expertise and influence group-wide standards
• Open-minded culture that values collaboration and innovation
• Flexible work setup and access to modern tools and platforms
• Discover and enjoy the benefits of Erste Group
• We offer a performance-oriented and competitive remuneration depending on your professional and personal qualifications. 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!
• 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.