Leading Expert in Credit Risk Management and Stress Testing

vor 2 Wochen

Wien, Österreich BAWAG P.S.K. Vollzeit
Senior Expert ICAAP & Stress Test

We are seeking an experienced professional to join our team as a Senior Expert ICAAP & Stress Test. This role requires a strong understanding of credit risk management and stress testing methodologies, with the ability to analyze and interpret complex data.

Key Responsibilities:

  • Review and maintenance of credit risk quantification methodologies in the ICAAP Economic Perspective and Stress Test framework
  • Development and maintenance of credit risk calculation engine for ICAAP and Stress test
  • Alignment and documentation of concepts, process flows, and methodologies
  • Testing and run of credit risk calculation engine for regular reporting cycle, including analysis of results

About Us:

BAWAG P.S.K. is a leading banking group that values innovation, teamwork, and diversity. We offer a dynamic and challenging work environment that promotes career growth and development.

What We Offer:

  • A competitive salary of €44,476.88 gross per year, dependent on qualifications and experience
  • A comprehensive benefits package, including company healthcare, group insurance, and meal subsidy
  • Opportunities for professional and personal development through our BAWAG Academy and eLearning platform
  • A flexible work environment, allowing you to work from home or in our modern office at Vienna Central Station
  • Access to our on-site kindergarten and sports club

Requirements:

  • University degree in economics and/or quantitative studies
  • Extensive knowledge of banking risk management, ICAAP credit risk quantification, and stress testing
  • In-depth knowledge of banking processes and products, as well as regulatory requirements (CRR III/CRD VI)
  • Excellent analytical and programming skills in SAS and SQL
  • Strong conceptual and communication skills, with the ability to drive processes and projects

Contact Information:

Please submit your application through our job portal or visit our website for more information about this exciting opportunity.

  • Senior Expert in Credit Risk Management

    vor 3 Wochen

    Wien, Wien, Österreich BAWAG P.S.K. Vollzeit

    About BAWAG GroupBAWAG P.S.K. is a leading financial institution committed to delivering exceptional services and creating a positive impact on our community.Job SummaryWe are seeking a highly skilled Senior Expert in Credit Risk Management to join our team. This role will be responsible for developing and maintaining credit risk quantification...

  • Business Development Expert in Credit Risk Management

    vor 2 Wochen

    Wien, Wien, Österreich BAWAG P.S.K. Vollzeit

    Senior Expert ICAAP & Stress TestWe are seeking a seasoned expert to join our team as a Senior Expert ICAAP & Stress Test.Key Responsibilities:Review and maintain credit risk quantification methodologies in the ICAAP Economic Perspective and Stress Test frameworkDevelop and maintain the Credit Risk calculation engine for ICAAP and Stress TestAlign and...

  • Internship Stress Testing and Risk Planning

    vor 2 Monaten

    Wien, Österreich Erste Group Bank AG Vollzeit

    **Location**: Wien**Working hours**: Full-time**Occupational Area**: Risikomanagement, Sonstige**Company**: Erste Group Bank AG*** **Success through diversity** *** **Good transport connection** *** **trust-based working hours** *** **Employee benefits** *** **Learning & Development** Erste Group was founded in 1819 as the first Austrian savings...

  • Senior Expert Icaap

    vor 2 Monaten

    Wien, Österreich BAWAG GROUP 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. The ICAAP &...

  • Data-Driven Retail Credit Risk Analyst Opportunity

    vor 3 Wochen

    Wien, Wien, Österreich RBI Vollzeit

    Retail Credit Risk Analyst Role Overview">The RRAM Department at RBI is seeking a highly motivated and skilled Data-Driven Retail Credit Risk Analyst to support the activities of the department, focusing on topics related to analytics, including stress testing, risk cost and economic capital calculations."> Work closely with a credit risk stress testing...

  • Senior Expert Icaap

    vor 3 Monaten

    Wien, Österreich BAWAG Vollzeit

    **TASKS** - Review and maintenance of the Credit Risk quantification methodologies in the ICAAP Economic Perspective as well as in the Stress Test framework - Development and maintenance of the Credit Risk calculation engine (ICAAP and Stress test) - Alignment and documentation of concepts, process flows and methodologies - Testing and run of Credit Risk...

  • Risk Management Specialist

    vor 1 Monat

    Wien, Wien, Österreich RBI Vollzeit

    Retail Credit Risk Analyst (f/m/x) Are you passionate about uncovering data-driven insights to drive business growth? The Retail Risk Analytics and Methodology (RRAM) Department at RBI is seeking a highly motivated Retail Credit Risk Analyst to support the activities of the department, with a focus on topics related to analytics, including stress...

  • Senior Risk Expert

    vor 4 Wochen

    Wien, Wien, Österreich BAWAG P.S.K. Vollzeit

    About the RoleBAWAG Group is the leading bank in Austria, serving 2.1 million customers. We seek a dynamic professional to join our Risk Modelling Division and contribute to our dynamic multicultural environment.Key ResponsibilitiesReview and maintain credit risk quantification methodologies in the ICAAP Economic Perspective and Stress Test framework.Develop...

  • Risk Modelling Expert

    vor 3 Wochen

    Wien, Wien, Österreich BAWAG P.S.K. Vollzeit

    BAWAG P.S.K. is a leading banking institution in Austria with a strong focus on innovation and talent development.Key ResponsibilitiesDevelop and maintain credit risk quantification methodologies for the ICAAP Economic Perspective and Stress Test frameworkAlign and document concepts, process flows, and methodologies for credit risk calculation engineTest and...

  • Expert Credit Risk Modeler

    vor 3 Wochen

    Wien, Wien, Österreich Prometeia Vollzeit

    Prometeia, a global firm of quantitative experts and software engineers, is seeking an experienced Credit Risk Modeler to join its International Delivery Team in Vienna. With over 1000 professionals serving more than 500 clients across 20 countries worldwide, our company offers opportunities for growth and training in a dynamic environment.What We OfferWe...

  • Retail Credit Risk Analyst

    vor 6 Monaten

    Wien, Österreich Raiffeisen Bank International Vollzeit

    **Retail Credit Risk Analyst (f/m/x)**: - Are you hungry for a challenge? Can you unleash your creativity by using data from millions of data points to find relevant risk related patterns and maybe even predict the future? If YES keep reading! - The Retail Risk Analytics and Methodology (RRAM) Department is looking for a motivated Retail Credit Risk Analyst...

  • Risk Management Internship in Credit Limit System

    vor 3 Wochen

    Wien, Wien, Österreich Erste Bank Vollzeit

    Erste Group, a leading banking group in Central and Eastern Europe, offers an exciting part-time internship opportunity in its Credit Limit System RICOS unit. As a Risk Management Intern, you will support a team of business experts in daily operations, data quality enhancement, and project work related to the group-wide credit limit management system.About...

  • Senior Expert ICAAP Position

    vor 1 Monat

    Wien, Wien, Österreich BAWAG P.S.K. Vollzeit

    Job OverviewBAWAG P.S.K. is seeking a Senior Expert ICAAP to join our team. As a Senior Expert ICAAP, you will be responsible for reviewing and maintaining the Credit Risk quantification methodologies in the ICAAP Economic Perspective as well as in the Stress Test framework.Key ResponsibilitiesReview and maintenance of the Credit Risk quantification...

  • Corporate Credit Risk Expert

    vor 4 Wochen

    Wien, Wien, Österreich Erste Bank Vollzeit

    As a Corporate Credit Risk Expert at Erste Group Bank AG, you will have the opportunity to work in a challenging and international environment with a high-qualified team. The team has a track record of providing critical insights into the credit risk profile of Corporate Clients, supporting the bank's credit decision-making process.The role involves...

  • Credit Risk Analyst

    vor 4 Wochen

    Wien, Wien, Österreich Erste Group Bank Vollzeit

    About the RoleWe are seeking a highly skilled Business Data Manager for Credit Risk to join our Data Management and Monitoring team within Group Credit Risk Methods (CRM) risk division.Responsibilities:Contribute to Credit Risk Model Development projects by supporting data gathering and ad hoc data analytics.Shape and improve the process for consistent data...

  • Junior Credit Risk Analyst, Fi Sector- Limited for

    vor 6 Monaten

    Wien, Österreich Raiffeisen Bank International Vollzeit

    **Junior Credit Risk Analyst, FI sector -** **Limited for 1 year (f/m/x)** **to work with FI Analysis Department, FCPM**: Would you like to enhance your professional development in a broad FI (Financial Institutions) entities ’ credit and risk analysis? Are you interested in comprehensive analytical projects, collaborating together with bright, experienced...

  • Stress Testing and Risk Planning Specialist

    vor 6 Monaten

    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. Risk Planning is a Group-wide steering function for forward looking estimations of key risk...

  • Senior Credit Risk Modeller

    vor 6 Monaten

    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 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,...

  • Senior Risk Management Expert

    vor 1 Monat

    Wien, Wien, Österreich LGT Group Vollzeit

    At LGT Group, we are seeking a highly skilled Senior Risk Management Expert to join our team. As a key member of our Risk Management function, you will play a central role in identifying and mitigating operational risks that could impact our business.ResponsibilitiesDevelop and implement effective risk management strategies to ensure the integrity of our...

  • IT Risk Management Specialist

    vor 4 Wochen

    Wien, Österreich Raiffeisen Bank International AG Vollzeit

    IT Risk ManagerGroup IT Risk Management drives the management of IT Risks (all risk related to the usage of Information Technology) in HO and our Austrian subsidiaries. It is also the Group Function for IT Risk Management for all units in RBI Group.Your Key Responsibilities:Evaluate the risk levels of internal and third-party IT services and support IT with...