Junior Credit Risk Modeller

Vor 6 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, audit) during and after model developments
- Planning of modelling projects in alignment with the corporate strategy

**YOUR PROFILE**
- University degree in a relevant area (math, statistics, economics with financial focus etc.)
- Interest in handling big data and solving of statistical problems
- Any programming language (R, C#, SAS/SQL, Python, etc.) is advantageous
- Fluency in English, German a plus
- First experience in a similar area is advantageous

**WE OFFER**
- Prime office locations with an open and nurturing corporate culture
- Active participation in the transformation of an agile and digital company
- Flexible worktime models, vast career opportunities, training and development, various attractive social benefits

We guarantee a competitive salary dependent on your professional and personal qualifications, starting at € 36.137,64 gross per year for this position, in accordance with the respective collective agreement. Salary requests above this amount will be considered depending on your previous experience and qualifications.

Job Reference: BAT00518

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