Senior Credit Risk Modeller

vor 3 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 (math, statistics, economics with financial focus etc.)
- 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, etc.) is advantageous
- Fluency in English, German a plus

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, 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.**

Equal opportunities are important to us - regardless of age, gender, sexual orientation, physical disabilities, religion and origin.

UNTERNEHMEN
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**BAWAG**:
STANDORT
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**WIEN**:
EINSTIEGSLEVEL
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**MIT BERUFSERFAHRUNG**:
TÄTIGKEITSBEREICH
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**RISIKOMANAGEMENT / REVISION**:
WOCHENSTUNDEN
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**38,5**:
STARTDATUM
***

**01.06.2023**:



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