2024-03-06

STELLE NICHT MEHR VAKANT - BITTE NICHT MEHR BEWERBEN!!!

Quantitative 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

• Develop and maintain quantitative models for credit and market risk management, focusing on IFRS9 parameters, Value at Risk (VaR), cashflow and time series models.
• Conduct regular calculations of risk parameters, ensuring accuracy and adherence to established methodologies. Implement robust and reconcilable processes for parameter calculations.
• Ensuring compliance with existing regulatory requirements (IFRS 9, EBA/ECB, CRR/CRD etc.) and participation in external and internal audits of own models.
• Create and maintain efficient and well-documented code for quantitative models and risk parameter calculations. Work with databases and SQL to extract, manipulate, and analyze data necessary for risk modeling.
• Generate reports and analyses derived from quantitative models, providing insights and recommendations to key stakeholders. Ensure timely and accurate delivery of risk-related information.

Your Profile

• Completed degree in statistics, mathematics, economics or other fields, which involves quanititative analytics skills.
• Proven expertise in developing and implementing quantitative models related to credit and market risk, with a strong understanding of IFRS9 parameters and time series models.
• Proficient in at least one of the following programming languages: SAS, R or Python. Demonstrated ability to produce clean, efficient, and maintainable code for quantitative modeling and risk analysis.
• Strong skills in working with databases, particularly proficiency in SQL for effective data preperation.
• Excellent communication skills, capable of conveying complex quantitative concepts to non-technical stakeholders. Proven ability to collaborate effectively with cross-functional teams, contributing to a collaborative work environment.

We Offer

• 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 eLearing-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).

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.no: +436648099832162

* We value people.

Would you like to work in a team where good cooperation and diversity are actively practiced? Then you've come to the right place. Equal opportunity is important to us - regardless of age, gender, sexual orientation, physical impairment, religion or origin.

Apply Now!
(direct link to the job offer)

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