Leading Expert in Credit Risk Management and Stress Testing

vor 1 Monat


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.



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