Stellenbeschreibung
Quantitative Risk Analyst * - Model Validation

BAWAG Group is the publicly listed holding company of BAWAG, which, with more than 4 million customers, is one of the largest banks in Austria. As a dynamic employer, we promote talent and drive technological innovation forward at a rapid pace. Flat hierarchies, a flexible working environment, and equal opportunities for our employees are particularly important to us. 

Your Tasks

  • Qualitative and quantitative validation of banks' internal risk models in credit risk (rating models, IFRS 9 parameters) or with regard to market risk
  • Development of validation methods and programming of validation-specific applications
  • Deriving finding and measures based on the results of the analysis as well as communication and coordination with other departments
  • Preparation of professional documentation for internal and external addressees
  • Implementation of regulatory requirements

 

Your Profile

  • Quantitative university education (mathematics, statistics, economics, physics or other analytical/methodologically oriented fields)
  • Experience in the use of the statistical software SAS, R or Python
  • Sound knowledge of MS Office as well as database know-how (SQL)
  • Economic knowledge and know-how regarding bank-specific regulations (IFRS 9, Basel IV, CRD/CRR) desirable
  • Banking experience, esp. experience in the areas of credit or market risk is an advantage
  • Fluent English language skills, proficiency in German is beneficial

 

We offer

  • You will spend 50% of your working time in our modern and easily accessible office at Vienna Central Station. 
  • We support your personal development and career planning with an individual and attractive training program. Visit our BAWAG Academy and use our GoodHabitz elearning platform for both your professional and personal growth.
  • In addition, we offer a range of interesting and valuable additional benefits. 

 

For this position, the collective agreement stipulates a minimum monthly gross salary of € 3.272,23  on a full-time basis. Depending on your experience and qualifications, we are willing to offer a higher salary. 

Your contact person: Sophie Piehslinger +43 (0) 59905-22368  

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. 


Your career with us | BAWAG|Xing|LinkedIn|Facebook|whatchado|Instagram  

Quantitative Risk Analyst * - Model Validation
BAWAG P.S.K. Bank für Arbeit und Wirtschaft und Österreichische Postsparkasse Aktienges.
Arbeitsort: 
Stellenebene: 
Berufserfahrung:  Mit Berufserfahrung
Startdatum der Ausschreibung:  09.04.26

BAWAG Group is the publicly listed holding company of BAWAG, which, with more than 4 million customers, is one of the largest banks in Austria. As a dynamic employer, we promote talent and drive technological innovation forward at a rapid pace. Flat hierarchies, a flexible working environment, and equal opportunities for our employees are particularly important to us. 

Your Tasks

  • Qualitative and quantitative validation of banks' internal risk models in credit risk (rating models, IFRS 9 parameters) or with regard to market risk
  • Development of validation methods and programming of validation-specific applications
  • Deriving finding and measures based on the results of the analysis as well as communication and coordination with other departments
  • Preparation of professional documentation for internal and external addressees
  • Implementation of regulatory requirements

 

Your Profile

  • Quantitative university education (mathematics, statistics, economics, physics or other analytical/methodologically oriented fields)
  • Experience in the use of the statistical software SAS, R or Python
  • Sound knowledge of MS Office as well as database know-how (SQL)
  • Economic knowledge and know-how regarding bank-specific regulations (IFRS 9, Basel IV, CRD/CRR) desirable
  • Banking experience, esp. experience in the areas of credit or market risk is an advantage
  • Fluent English language skills, proficiency in German is beneficial

 

We offer

  • You will spend 50% of your working time in our modern and easily accessible office at Vienna Central Station. 
  • We support your personal development and career planning with an individual and attractive training program. Visit our BAWAG Academy and use our GoodHabitz elearning platform for both your professional and personal growth.
  • In addition, we offer a range of interesting and valuable additional benefits. 

 

For this position, the collective agreement stipulates a minimum monthly gross salary of € 3.272,23  on a full-time basis. Depending on your experience and qualifications, we are willing to offer a higher salary. 

Your contact person: Sophie Piehslinger +43 (0) 59905-22368  

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. 


Your career with us | BAWAG|Xing|LinkedIn|Facebook|whatchado|Instagram  

Informationen auf einen Blick
BAWAG P.S.K. Bank für Arbeit und Wirtschaft und Österreichische Postsparkasse Aktienges.
Risikomanagement, Modellierung, Validation
Mit Berufserfahrung
ab sofort