Erste Group was founded in 1819 as the first Austrian savings bank and is today one of the largest stock-listed banking groups in Central Europe. As an attractive employer, Erste Group offers interesting career opportunities in an international environment. in an international environment.
The Market and Liquidity Risk Model Validation team provides independent validation and challenge of market risk, liquidity risk and valuation models across both the Banking Book and Trading Book. Our scope includes risk measurement methodologies, valuation models, scenario analysis and back-testing frameworks, as well as related vendor and in-house software solutions used for risk management and risk steering. Through rigorous review and challenge, we help ensure that key risk and valuation models remain reliable, transparent and compliant with regulatory and internal standards, supporting sound model governance and effective risk management across the Group.
