Senior Expert Risk Modelling (m/f/d)

Senior Expert Risk Modelling (m/f/d)

locationWien, Österreich
VeröffentlichtVeröffentlicht: 12.4.2023
Our client is one of the largest banks in Austria with 2.3 million customers, which makes them one of the leading banks in this country.
As a dynamic employer, they promote talent and drive technological innovations quickly. Flat hierarchies, a flexible working environment and equal opportunities for all employees are particularly important for our client. For the team in Vienna we are looking for a motivated and experienced

Senior Expert Risk Modelling (m/f/d)

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, 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

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
  • Several years experience in credit risk modelling

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 € 60.000 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.
If you think you are the right fit for this opportunity, apply under code number 96583 preferably via our ISG-Karriereportal or via eMail.

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ISG Personalmanagement GmbH
A-1010 Wien, Universitätsring 14
Mag. Sabrina Kriechbaum, +43 664 88 49 27 91