Senior Expert ICAAP & Stress Test

Senior Expert ICAAP & Stress Test *

TASKS

• Review and maintenance of the Credit Risk quantification methodologies in the ICAAP Economic Perspective as well as in the Stress Test framework
• Development and maintenance of the Credit Risk calculation engine (ICAAP and Stress test)
• Alignment and documentation of concepts, process flows and methodologies
• Testing and run of Credit Risk calculation engine for the regular reporting cycle including analysis of results

PROFILE

• University degree in Economics and / or Quantitative studies
• Extensive multi-year knowledge in the area of banking risk management, ICAAP credit risk quantification and Stress Test
• In-depth knowledge of banking processes and products as well as extensive knowledge of regulatory requirements (up to latest CRR III / CRD VI)
• Excellent conceptual and analytical skills, very good programming skills in SAS and SQL
• High affinity with numbers and statistical modelling
• Excellent written and spoken English

• High degree of independence and autonomy to drive processes and project activities
• High level of personal responsibility and initiative to further develop and optimize processes and content
• Strong orientation to teamwork and pragmatic approach to tasks, high resilience
• Strong critical thinking skills, recognizes relationships quickly and can communicate them in a structured manner

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 € 44.476,88 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 (+43 664 80998 32162)

* 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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UNTERNEHMEN

BAWAG Group

STANDORT

Vienna