Senior Quantitative Risk Manager IFRS 9 Model Development
vor 3 Wochen
We are seeking a highly skilled Senior Quantitative Risk Manager to join our Group Risk Modelling team at Addiko Bank AG in Vienna or Klagenfurt.
Job DescriptionAs a Senior Quantitative Risk Manager, you will be responsible for developing and maintaining IFRS 9 compliant credit risk models for our retail and non-retail segments. Your key responsibilities will include:
- Developing statistical models to estimate credit risk exposure;
- Collaborating with colleagues across the subsidiaries to ensure model consistency and accuracy;
- Steering and coordinating activities within the Group related to IFRS 9 models, including trainings and workshops.
To succeed in this role, you will need:
- Several years of experience in Credit Risk Modelling or Validation for IFRS 9 impairment purposes;
- An academic degree in a quantitative field, such as Statistics or Mathematics;
- Expert knowledge of regulatory frameworks for Credit Risk Management;
- Proficiency in working with data, including data preparation, quality checks, data transformation, statistical models, programming, and presenting results;
- Fluency in English and excellent communication skills.
We offer a competitive salary and benefits package, including:
- Flexible working hours and home office options;
- Food vouchers and accident insurance;
- Opportunities for professional development and growth;
- A fun and dynamic work environment with international colleagues.
The minimum gross annual salary for this position is €40,980.80 (group D/1). However, we recognize that exceptional contributions can bring added value, and we are committed to fostering a culture of fairness and recognizing individual achievements.
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