Senior Credit Risk Modeller
Vor 4 Tagen
**Ihre Aufgaben**
- Ein wichtiges Aufgabengebiet umfasst den Aufbau und die ständige Verbesserung der internen Kreditrisikomodelle (PD, LGD, CCF) für Retail und Non-Retail Portfolien
- Weiters definieren Sie Richtlinien sowie Methodenstandards beim Kreditrisiko
- Außerdem stellen Sie die Compliance hinsichtlich vorhandener regulatorischer Vorgaben (EBA, CRD/CRR etc.) sicher
- Die Teilnahme an internen und externen Prüfungsverfahren gehört auch zum Tätigkeitsbereich
- Und letztendlich planen Sie auch noch die Modellierungsprojekte in Abstimmung mit Business unter Berücksichtigung relevanter regulatorischer Frameworks sowie interner Standards
**Ihr Profil**
- Sie haben einen Hochschulabschluss in einem relevanten Fachgebiet und bringen Berufserfahrung in einer vergleichbaren Position in einer Bank mit
- Außerdem haben Sie Kenntnisse der wesentlichen, für die Kreditrisikomodellierung nötigen, Regulatorien (CRD/CRR, IFRS9, EBA RTS, etc.)
- Wichtig sind für uns auch noch Erfahrung bei der Kreditrisikomodellierung sowie gute SAS/SQL Kenntnisse
- Von Vorteil ist zusätzlich die Erfahrung im Projektmanagement bei der Entwicklung von Risikomodellen (insb. Kenntnisse der Struktur und des Ablaufs der jeweiligen Modelle aus Projektsicht)
- Ausgezeichnete Englisch Kenntnisse und gute Deutsch Kenntnisse in Wort und Schrift setzen wir voraus
**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: BAT00554
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