Senior Expert * - ICAAP & Stresstesting

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 Responsibilities

• Review and maintain credit risk methodologies (ICAAP & Stress Testing)
• Develop, maintain and optimize/migrate calculation engines
• Ensure alignment and documentation of methodologies and processes
• Contribute to ICAAP, SREP and regulatory frameworks

Your Profile

Technical & Knowledge Requirements:

• Degree/PhD in Economics, Quantitative Finance, Mathematics, or similar
• 3-5 years experience in banking or risk
• Extensive experience in ICAAP, stress testing and/or credit risk modelling
• Strong understanding of banking products and regulations (CRR III / CRD VI)
• Advanced programming: SAS, SQL, Python
• Experience with Snowflake and Airflow
• Strong statistical modelling skills
• Experience with AI / ML in modelling or stress testing is strongly preferred

Soft Skills

• High autonomy and ownership
• Strong analytical and problem-solving skills
• Structured communication
• High resilience

Our 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 annual gross salary of € 50.575,70 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 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.

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