Credit Risk Modeller Ifrs9

Vor 3 Tagen

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 € 41.309,38 gross per year for this position (without professional experience € 37.312,10), 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

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