Aktuelle Jobs im Zusammenhang mit Senior Retail Credit Risk Model Validation Manager - Wien - Raiffeisen Bank International
-
Wien, Österreich Raiffeisen Bank International AG Vollzeit**Quantitative Modeler - Portfolio Credit Risk Analytics (f/m/x)**: Join our **Group Risk Controlling division**as a Quantitative Modeler designing, validating and operationalizing interpretable non‑retail credit risk models covering IFRS9, stress‑testing and economic‑capital models that directly inform regulatory and strategic decisions. Work in a...
-
Senior Credit Risk Modeller
vor 2 Wochen
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 Credit Risk Analyst
vor 2 Wochen
Wien, Wien, Österreich Bitcredit Protocol VollzeitBitcredit Protocol is on a mission to unlock Bitcoin's adoption in the real economy. Our open-source, community-driven project enables direct, decentralized, peer-to-peer business financing for international trade—a $33 trillion opportunity for Bitcoin. By solving trade finance without banks, this helps businesses everywhere in the world to grow and...
-
Junior Credit Risk Modeller
Vor 7 Tagen
Wien, Österreich BAWAG Vollzeit**YOUR TASKS** - Development and constant improvement of the internally developed statistical 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,...
-
Junior Credit Risk Modeller
vor 1 Woche
Wien, Österreich BAWAG P.S.K. VollzeitTasks - Development and constant improvement of the internally developed statistical 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...
-
Junior Quantitative Credit Risk Analyst
vor 2 Wochen
Wien, Österreich Raiffeisen Bank International Vollzeit**Junior Quantitative Credit Risk Analyst**: - The position is within the department Risk Methods and Analytics (RMA) and uses statistical and mathematical methods to develop predictive models used primarily in credit risk management within the Basel & IFRS 9 framework. Team members have diverse backgrounds ranging from mathematics and statistics to...
-
Senior Credit Risk Analyst
vor 11 Stunden
Wien, Österreich Western Union Vollzeit**Senior Credit Risk Analyst - Vienna, Austria** Do you have experience in contributing to the credit review and risk assessment of new and existing clients? Would you like to develop your profile in a leading global FinTech business? Join Western Union International Bank as a Senior Credit Risk Analyst. **Motivated by our values: purpose driven, globally...
-
Audit Specialist Risk Models
vor 11 Stunden
Wien, Österreich Erste Bank Oesterreich Vollzeit**Location**: Wien**Working hours**: Full-time**Occupational Area**: Audit**Company**: Erste Bank Oesterreich**Home Office** *** **Good transport connection** *** **Trust-based working hours** *** **Employee benefits** *** **Employee Share Program** Erste Bank Oesterreich is a leading domestic financial institution. As part of the international...
-
Associate) Credit Risk Officer
vor 2 Wochen
Wien, Österreich World Bank Group Vollzeit**(Associate) Credit Risk Officer** **Job #**: - req33588 **Organization**: - IFC **Sector**: - Risk **Grade**: - GF **Term Duration**: - 3 years 0 months **Recruitment Type**: - Local Recruitment **Location**: - Vienna, Austria Johannesburg, South Africa **Required Language(s)**: - English **Preferred Language(s)**: **Closing Date**: -...
-
Senior Risk Manager
vor 4 Wochen
Wien, Österreich UNIQA Insurance Group AG VollzeitSenior Risk Manager (m/f/d) Flexible Arbeitszeiten Home Office Diversity-Statement Überblick UNIQA sucht eine Person als Senior Risiko Manager:in. Du arbeitest im Bereich Risikomanagement. Du brauchst Erfahrung in Risikomanagement und Finanzmärkten. Wichtig sind Teamarbeit und gute Kommunikationsfähigkeiten. Deutschkenntnisse sind von Vorteil. Erstellt...
Senior Retail Credit Risk Model Validation Manager
vor 2 Wochen
Then you are likely the one we are looking for to join Retail Risk Validation as a
**Experienced Retail Credit Risk Model Validation Manager (f/m/x)**:
- Retail Risk Validation performs quantitative and qualitative validation of all types of retail credit risk models, including regulatory (Pillar 1, 2 and IFRS 9) as well as advanced models serving business needs.
- We define validation standards for the different model types, maintain them to keep up with the latest industry standards and regulatory requirements. We develop and maintain the IT platform which allows performing validations in optimal cooperation among experts throughout the Raiffeisen Network and Head Office.
- We work in close cooperation with Retail Risk Analytics and Methodology, support and challenge the Group-wide used model development concepts.**What you can expect**:
- Responsibility for initial and regular validations of all models of selected subsidiaries and for the supervision of the validation condition fulfilment
- Driving the improvement of the model landscape in selected subsidiaries, participation in their annual goal setting process, negotiation and follow-up the annual validation schedule
- Contributing to the improvement of the validation infrastructure: updates of Validation Concepts and further development of the central platform for quantitative analyses
- Supporting the related strategic projects and activities in the RBI Group
- Being part of a great team of knowledgeable and supportive colleagues; individual attention for your optimal working environment and ambitious goals.
**What you bring to the table**:
- University degree in Mathematics, Physics, Economics or in a comparable field with strong quantitative focus
- Multiple years of experience in risk management of a bank, financial institution or consultancy company, thereof at least 3 years of practical experience with credit risk model validation or development, preferably in an IRB-compliant institution
- Excellent analytical and quantitative problem-solving skills
- Strong knowledge of and practical experience with R, SAS or other statistical software
- Knowledge of CRR and IFRS 9 and related regulatory requirements, or proven skill to quickly comprehend such
- Understanding of bank business model as well as deep know-how of credit origination and management processes
- Excellent command of English, written and spoken; knowledge of German is an advantage
- Ability to work collaboratively in a team environment
- Ability to work effectively with people at all levels in an organization
- Strong ability to manage multiple tasks simultaneously and prioritize work efforts
**What we offer**:
- You will work in an international team at a leading banking group
- You will benefit from flexible working arrangements and determine your own work-life balance
- You will benefit from the very latest in tailored professional development
- You will earn an appropriate salary starting at EUR 60.000 gross p.a. all-in
RBI AG is committed to creating a diverse environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to age, ethnicity, race or color, national origin, religion, political or other opinion, gender, sexual orientation or disability.
