Risk Analyst Model Validation

vor 2 Wochen


Wien, Wien, Österreich BAWAG Vollzeit
**Ihre Aufgaben**
- Qualitative und quantitative Validierung von bankinternen Risikomodellen im Kreditrisiko (Ratingmodelle, IFRS 9 Parameter) bzw. hinsichtlich Säule 2 (ICAAP/ILAAP)
- (Weiter-)Entwicklung der Validierungsmethoden sowie Programmierung validierungsspezifischer IT-Anwendungen
- Entwicklung von weiterführenden Maßnahmen auf Basis der Analyseergebnisse sowie Kommunikation und Abstimmung mit bankinternen Fachbereichen
- Erstellung fachgerechter Dokumentation für interne und externe Adressaten
- Umsetzung von regulatorischen Vorgaben

**Ihr Profil**
- Quantitative Hochschulausbildung (Mathematik, Statistik, Volkswirtschaftslehre, Physik oder andere analytisch/methodisch ausgerichtete Fachgebiete)
- Erfahrung im Umgang mit der statistischen Software SAS oder R
- Fundierte Kenntnisse in MS Office sowie Datenbank-Know-how (SQL)
- Wirtschaftliche Kenntnisse sowie Know-how betreffend bankspezifischer Regularien (IFRS 9, Basel III, CRD IV/CRR) wünschenswert
- Bankerfahrung insb. Erfahrung in den Bereichen Kredit
- oder Marktrisiko von Vorteil
- Sehr gute Englischkenntnisse in Wort und Schrift, Deutsch ist ein Vorteil

**Ihre Vorteile**
- FlexOffice ist unser Motto Arbeiten Sie in Ihrer privaten Umgebung, wann immer es mit dem Job vereinbar ist.
- Ihre Bürotage verbringen Sie in unserem modernen, leicht erreichbaren Office am Wiener Hauptbahnhof.
- Sie möchten in einem Team arbeiten, wo gute Zusammenarbeit und Diversität aktiv gelebt wird? Dann sind Sie bei uns richtig.
- Wir unterstützen Ihre persönliche Weiterentwicklung und Karriereplanung durch ein individuelles, attraktives Schulungsprogramm.
- Zusätzlich bieten wir interessante und lukrative Zusatzangebote an.

Für diese Position gilt auf Vollzeitbasis ein KV-Mindestgrundgehalt von € 41.309,38. Je nach Erfahrung und Berufsausbildung besteht die Bereitschaft zur Überzahlung.

Job Reference: BAT00637

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