BAWAG Group is the listed holding company of BAWAG P.S.K., which is one of the largest banks in Austria with over four 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 continuously refine sophisticated quantitative models for market and credit risk, focusing on areas such as Value at Risk, prepayment behaviors, non-maturing deposits, credit risk assessment, and time series modeling.
- Ensure compliance with prevailing regulatory standards, including EBA/ECB guidelines, CRR/CRD regulation, and IFRS 9 requirements. Actively participate in external and internal audits to validate the reliability of your models.
- Create and maintain efficient, transparent, and high-quality code for modeling and risk parameter computations. Utilize expertise in databases and SQL to extract, manage, and analyze data essential for robust risk modeling.
- Generate comprehensive reports and analyses from quantitative models, translating complex data into actionable insights and strategic recommendations for key stakeholders. Ensure the timely delivery of precise risk-related information.
- Drive innovative initiatives that enhance the efficiency of existing risk management processes, identifying areas for improvement and implementing solutions that contribute to operational excellence.
Your Profile
- Proven expertise in dealing with quantitative models pertinent to market and credit risk. Demonstrate a deep understanding of challenges unique to the banking sector.
- Proficient in at least one programming language—SAS, R, or Python—with a track record of crafting clean, efficient, and scalable code suited for quantitative modeling and risk analytics.
- Exceptional skills in database management and SQL, ensuring effective data preparation for accurate risk modeling.
- Strong communication skills, capable of conveying complex quantitative ideas to non-technical stakeholders. Excel at collaborating with cross-functional teams, fostering an inclusive and cooperative work environment.
- Intrinsic motivation with the ability to drive projects independently, demonstrating initiative and resourcefulness in managing tasks from inception to completion.
Our 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 eLearning-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 € 45.811,22 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: Sophie Piehslinger +43 664 88683956
- 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.
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