Credit Risk Modeller Ifrs9

vor 1 Woche


Wien, Wien, Österreich BAWAG Vollzeit

YOUR TASKS
**_

Model governance_**- Development, quality assurance and constant improvement of the internal IFRS 9 models for all portfolio across BAWAG group, both retail and non-retail, are part of your area of responsibility.

The responsibility is not only to govern the methodologies but also surrounding guidelines and method standards as necessary

_Regulatory activities_

  • Ensure the compliance with existing requirements (IFRS 9, EBA, etc.)
  • Participate in internal and external audit procedures

_Communication with stake holders_

  • Plan modeling projects in perspective of various stakeholders: in coordination with business requirements, regulatory frameworks and internal standards

YOUR PROFILE
**_

We expect you to have:
_**- You have completed a degree in a relevant field (statistics; mathematics; economics; physics or other fields, which involves quantitative analytical skills) and already have professional experience in a comparable position in a bank

  • Excellent written and spoken English language
  • Knowledge (able to analyse data independently) in one or more data analysis package (SAS/R/SQL/Python etc.)
  • Focus on the delivery of output and its quality; Willingness to learn new things and open for new, out of box solutions

_Ideally you have:
_


  • A knowledge of the essential regulations relevant to credit risk modeling (CRD/CRR, IFRS 9, EBA RTS, etc.)
  • Experience in credit risk and IFRS 9 modeling or similar type of activities
  • Experience in project management in the development of risk models (especially knowledge of the structure and process of the respective models from a project perspective), that would be an advantage

WE OFFER

  • Prime office locations with an open and nurturing corporate culture
  • Active participation in the transformation of an agile and digital company
  • Flexible worktime models, vast career opportunities, training and development, various attractive social benefits


We guarantee a competitive salary dependent on your professional and personal qualifications, starting at € 45.293,78 gross per year for this position (without professional experience € 40.980,80), in accordance with the respective collective agreement.

Salary requests above this amount will be considered depending on your previous experience and qualifications.

Job Reference:
BAT00644
  • Senior Risk Modeller

    vor 1 Woche


    Wien, Wien, Österreich Addiko Bank AG Vollzeit

    Addiko Bank is an unconventional bank striving for specialization instead of universality. Our mission is to deliver a modern customer experience based on convenience and speed. We emphasize cohesion, diversity, fostering talent and equality while always maintaining the success of Team Addiko at the core of our entrepreneurial values. We are looking for...


  • Wien, Wien, Österreich BAWAG Vollzeit

    YOUR TASKS Development and constant improvement of the internally developed statistical IRB credit risk models (PD, LGD, CCF) for retail and nonretail portfolios Definition and enhancement of methodology standards for credit risk within the group Alignment with internal (e.g., business, operative risk units) and external stakeholders (e.g., ECB, audit)...


  • Wien, Wien, Österreich BAWAG Vollzeit

    YOUR TASKS Development and constant improvement of the internally developed statistical IRB credit risk models (PD, LGD, CCF) for retail and nonretail portfolios Definition and enhancement of methodology standards for credit risk within the group Alignment with internal (e.g. business, operative risk units) and external stakeholders (e.g. ECB, audit) during...


  • Wien, Wien, Österreich Raiffeisen Bank International Vollzeit

    Junior Quantitative Credit Risk Analyst: The position is within the department Risk Methods and Analytics (RMA) and uses statistical and mathematical methods to develop predictive models used primarily in credit risk management within the Basel & IFRS 9 framework. Team members have diverse backgrounds ranging from mathematics and statistics to business with...


  • Wien, Wien, Österreich Erste Group Bank AG Vollzeit

    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.- Our department "Data Management and Monitoring" is a joint team of Erste Bank Austria and Erste Group within the Group Credit Risk Methods (CRM) risk division, responsible...

  • Credit Risk Policy

    vor 1 Woche


    Wien, Wien, Österreich Erste Group Bank AG Vollzeit

    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.- The team acts as the owner for non-retail risk policies and procedures along the credit and...


  • Wien, Wien, Österreich BAWAG Vollzeit

    **Ihre Aufgaben**- Mitarbeit bei der Entwicklung der intern erarbeiteten statistischen IRB- und IFRS9-Kreditrisikomodelle unter Berücksichtigung moderner Methodenansätze.- Mitarbeit bei der Entwicklung quantitativer Modelle für Marktrisikomanagement (Value at Risk, Cashflow- und Zeitreihenmodelle, etc.).- Sie führen eine regelmäßige Überprüfung der...


  • Wien, Wien, Österreich Addiko Bank AG Vollzeit

    Addiko Bank is an unconventional bank striving for specialization instead of universality. Our mission is to deliver a modern customer experience based on convenience and speed. We emphasize cohesion, diversity, fostering talent and equality while always maintaining the success of Team Addiko at the core of our entrepreneurial values. We are looking for...


  • Wien, Wien, Österreich Raiffeisen Bank International Vollzeit

    Junior Balance Sheet Risk Manager (f/m/x):Balance Sheet Risk Management acts as a Center of Competence for the Management of interest sensitive income in RBI Group and is also responsible for calculation of IFRS9 Fair Values and IFRS9 Benchmarktest. Due to upcoming regulatory requirements and initiatives, we are looking for a new addition to our...


  • Wien, Wien, Österreich Raiffeisen Bank International Vollzeit

    Professional Credit Risk Controller (f/m/x):You like working in an agile environment and want to be part of an adaptive team? Integrated Risk Management is searching for a new team member having strong experience in Credit Risk Calculations and in the field of regulatory and data requirements.#fulltime(38.5h / week)viennaoffice(1030)homeofficepossibleYour...


  • Wien, Wien, Österreich Raiffeisen Bank International Vollzeit

    Jun Credit Risk Analyst (f/m/x): Junior Credit Risk Analyst with a key focus on Local and Regional Government entities sector (LRG) to work with FI Analysis Department in Financial Institutions, Country & Portfolio Risk Management (FCPM) Would you like to expand your learning and enhance your professional development in a broad LRG (Local and Regional...

  • Credit Risk Analyst

    vor 1 Woche


    Wien, Wien, Österreich Wheels, Inc. Vollzeit

    What's next for you?Kommen Sie in unser Team und werden Sie Teil eines wachsenden, dynamischen UnternehmensCredit Risk Management (m/w/d) - VollzeitWerde #ZukunftsgestalterIn bei LeasePlanWer wir sindWir sind einer der führenden Car-as-a-Service-Anbieter weltweit. Unser Geschäft ist die Mobilität. Genauer gesagt: die betriebliche Mobilität, ein...


  • Wien, Wien, Österreich Erste Group Bank AG Vollzeit

    Location:WienWorking hours:Full-timeOccupational Area:RisikomanagementCompany:Erste Group Bank AGErste 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...


  • Wien, Wien, Österreich Erste Group Bank AG Vollzeit

    Location:WienWorking hours:Full-timeOccupational Area:RisikomanagementCompany:Erste Group Bank AGErste 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...


  • Wien, Wien, Österreich Erste Group Bank AG Vollzeit

    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.- Group Enterprise-wide Risk Management (ERM) function has been established to enable an...


  • Wien, Wien, Österreich BAWAG Vollzeit

    TASKSThe respective position is embedded within the Risk unit overseeing international and domestic risk including Corporates, Real Estate, Public and Institutional clients, Participations and Project financing. The international and domestic departments of the Bank source financings beside Austria primarily in Western Europe and US on a bilateral and...


  • Wien, Wien, Österreich Erste Group Bank AG Vollzeit

    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.Group Enterprise-wide Risk Management (ERM) function has been established to enable an...


  • Wien, Wien, Österreich Raiffeisen Bank International Vollzeit

    Corporate Credit Risk Analyst (f/m/x): Group Corporate Credit Analysis (GCCA) is the Internal Rating Agency of RBI. We are responsible for analyzing all types of corporate customers in a broad range of industries, including also complex leveraged finance transactions, and finally assigning a riskadequate rating to all corporate customers of the bank. In...


  • Wien, Wien, Österreich Raiffeisen Bank International Vollzeit

    Senior/Expert Quantitative Credit Risk Analyst (f/m/x):The position is within the Rating Delivery Tribe, here especially in customer credit risk analytics, which is part of the division Risk Controlling. The core competences of the customer credit risk analytics stream are designing, estimating and maintaining of credit risk models. In order to strengthen...


  • Wien, Wien, Österreich Raiffeisen Bank International Vollzeit

    Professional Credit Risk Manager:in (f/m/x)Group Corporate Credit Risk Management I:full-time(38.5h / week)viennaoffice(1030)homeofficepossibleYour role at RBI: Approval within own approval authority Acquisition and deepening of industry knowhow in the respective industry segments Execution of Early Warning System function as well as of preworkout function...