Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM



Senior Credit Risk Modeller *

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.

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.)
  • Several years experience in credit risk modelling
  • 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

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 € 45.293,78 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: Martina Simek, Tel.: +436648099832162

* We value people.

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

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(direct link to the job offer)

At the application please refer to the FAM-jobs webpage.