Senior Credit Risk Modeller

vor 2 Wochen

Wien, Österreich BAWAG Vollzeit

BAWAG Group is the listed holding company of BAWAG P.S.K., which is one of the largest banks in Austria with 2.1 million customers. As a dynamic employer, we promote talent and drive technological innovations quickly. Flat hierarchies, a flexible working environment and equal opportunities for our employees are particularly important to us.

YOUR TASKS
- Development and constant improvement of the internally developed statistical IRB credit risk models (PD, LGD, CCF) for retail and non-retail 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 and after model developments
- Planning of modelling projects in alignment with the corporate strategy
- Testing of new modern methods for the credit risk area

YOUR PROFILE
- University degree in a relevant area (maths, statistics, economics with financial focus)
- Several years experience in credit risk modelling
- Interest in handling big data and solving of statistical problems
- Any programming language (R, C#, SAS/SQL, Python) is advantageous
- Fluency in Englisch, German is a plus

WE OFFER
- FlexOffice is our motto Work in your private environment whenever it is compatible with the job. We support you with high-quality equipment and a financial allowance.
- You spend your office days in our modern, easily accessible office at Vienna Central Station. Here you can also place your little ones in the company's own kindergarten, which is run by the Wiener Kinderfreunde.
- We support your personal development and career planning with an individual, attractive training program. Visit our BAWAG Academy and use our eLearing-Plattform GoodHabitz for your professional and also personal development.
- In addition, we offer interesting and lucrative additional services (company health care, group insurance, BAWAG sports club, vacation accommodation, preferential conditions for employees and their close relatives, meal subsidy).

We guarantee a competitive salary dependent on your professional and personal qualifications, starting at € 45.293,78 gross per year for this position, in accordance with the respective collective agreement. Salary requests above this amount will be considered depending on your previous experience and qualifications.

**Your contact person: Martina Simek, Tel.: +436648099832162**
- **We value people.**

Would you like to work in a team where good cooperation and diversity are actively practiced? Then you've come to the right place. Equal opportunity is important to us - regardless of age, gender, sexual orientation, physical impairment, religion or origin.

UNTERNEHMEN***

**BAWAG**:
STANDORT***

**WIEN**:
EINSTIEGSLEVEL***

**MIT BERUFSERFAHRUNG**:
TÄTIGKEITSBEREICH***

**RISIKOMANAGEMENT / REVISION**:
WOCHENSTUNDEN***

**38,5**:
STARTDATUM***

**01.04.2024**:

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