Leading Expert in Credit Risk Management and Stress Testing
vor 1 Monat
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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