Financial and Actuarial Mathematics  
TU Wien, Austria  




Senior Quantitative Analyst (w/m/d)

BAWAG Group is the listed holding company of BAWAG P.S.K., which is one of the largest banks in Austria with 2.3 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.

We're searching for a motivated Senior Quantitative Analyst/Modeller for a dynamic team which is in charge of IFRS 9 models/methodology/ECL calculation. The daily tasks vary and therefore we have agile system. Each person in the team belongs to different workstreams. So if you like doing new, creative things, our team is a good fit for you.

Your Tasks

  • Development/maintenance/implementation of IFRS 9 models/methodology;
  • Monthly calculation of IFRS 9 risk parameters/stage allocation/ECL; creation of output reports; enhancement of process and its efficiency;
  • Monitoring macroeconomic forecasts; risk parameters; portfolio from the ECL lens;
  • Creation of long-term strategy in methodology, such as formation of model landscape or philosophy of staging;
  • Communication with various internal/external stakeholders;

Your Profile

  • University degree in mathmatics, economics, statistics or other quantiative studies
  • Min. 3 years of working experience in a relevant field
  • Analytical mind set & logical thinking
  • Proficiency in some statistical software languages (SAS, R, SQL or other)
  • You are a team player with good communication skills and you are ready to learn new things
  • Fluency in English; fluency in German is preferrable but not must

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 € 40.009,06 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.

Your contact person: Jutta Durstberger (phone: +436648099822099)

* We value people.

Equal opportunities are important to us - regardless of age, gender, sexual orientation, physical disabilities, religion and origin.

Apply now!
(direct link to job offer)

Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.