Senior Credit Risk Modeller (m|f|x) Wien

BAWAG Group is the listed holding company of BAWAG P.S.K., which is one of the largest banks in Austria with 2.1 million customers. As a dynamic employer, we promote talent and drive technological innovations quickly. Flat hierarchies, a flexible working environment and equal opportunities for our employees are particularly important to us.

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, audit) during and after model developments.
• Planning of modelling projects in alignment with the corporate strategy.
• Testing of new modern methods for the credit risk area.

Profile / Your qualification / Your personality

• 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.
• Experience in credit risk modelling.

That awaits you

• FlexOffice is our motto! Work in your private environment whenever it is compatible with the job. We support you with high-quality equipment and a financial allowance.
• You spend your office days in our modern, easily accessible office at Vienna Central Station. Here you can also place your little ones in the company's own kindergarten, which is run by the Wiener Kinderfreunde.
• We support your personal development and career planning with an individual, attractive training program. Visit our BAWAG Academy and use our eLearning-Plattform GoodHabitz for your professional and also personal development.
• In addition, we offer interesting and lucrative additional services (company health care, group insurance, BAWAG sports club, vacation accommodation, preferential conditions for employees and their close relatives, meal subsidy).

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Location

Wiedner Gürtel 11, A-1100 Wien