Retail Credit Risk Analyst (f/m/x)

Are you hungry for a challenge? Can you unleash your creativity by using data from millions of data points to find relevant risk related patterns and maybe even predict the future? If YES keep reading!

The Retail Risk Analytics and Methodology (RRAM) Department is looking for a motivated Retail Credit Risk Analyst to support the activities of the department, with special focus on topics related to analytics, including stress testing, risk cost and economic capital calculations.  

 

#full-time   (38.5h / week)

#viennaoffice  (1030)

#homeoffice possible

• Working with a credit risk stress testing application to regularly run internal and external stress tests shedding light on the portfolio dynamics under different stress scenarios
• Being part of the ESG Risk community driving the continuous development in climate related risk areas. Developing methods for the quantification of transitional and physical risks, as well as defining the data demands for tomorrow
• Using data from millions of data points you can unleash your creativity to find relevant risk related patterns and help the organization to keep the highest standards of data quality
• Working together with software developers to keep the software stack up to date, in line with latest internal and regulatory requirements
• Communicating to different stakeholders such as risk experts across the RBI network, banking supervisors and auditors, business, IT and senior management about results, findings, and latest developments discovered in various stress tests
• Maintaining and upgrading your domain specific knowledge, such as regulatory frameworks, modelling, ETL techniques and coding

Your core competencies

• University degree in mathematics, informatics, statistics, econometrics, or business/economics with strong quantitative focus (Master, PhD)  
• Relevant professional experience in a bank, financial institution, or consultancy company, preferably in risk management (ideally with a credit/market risk or IT focus)
• Knowledge and practical experience with R, Python or other statistical software and SQL or non-relational databases
• Ability to effectively communicate complex matters in English- – both verbally and in writing knowledge of German language is a plus
• You are self-motivated, focused, result-oriented, resilient, and communicative

What's in it for you

• Work Life Balance: flexible working hours (no core time) & extensive hybrid working possibilities, 30 days / year remote work from any EU-country outside Austria
• Meaningful Career Options: to develop personally & professionally
• Learning: as part of our DNA & culture 
• Easy Moving: work permit support
• Easy Commuting: free public transport pass
• Canteen: healthy, tasty, and heavily subsidized
• Leisure time activities: attractive sports and cultural offers (free museum tickets, reduced gym membership, etc.)
• Saving: with vouchers / discounts from our staffs' council (eg. for supermarkets)
• Free: Salary account and credit card (optional)
• Family Friendly: family allowances, gender-neutral parental leave etc. 
• Salary: starting at EUR 47.000,- gross p.a. excluding overtime (market-compliant overpayment is provided dep. on experience / qualification)