Senior/Expert Quantitative Credit Risk Analyst (f/m/x)

The position is within the Rating Delivery Tribe, here especially in customer credit risk analytics, which is part of the division Risk Controlling. The core competences of the customer credit risk analytics stream are designing, estimating and maintaining of credit risk models.

In order to strengthen our team we are looking for a person with a very strong quantitative background in credit risk methods able to fulfill the following tasks.
 

#full-time  (38.5h / week)

#viennaoffice  (1030)

#homeoffice possible

• Develop group-wide non-retail rating models
• Model and estimate risk parameters (non-retail) used for pricing, Risk Weighted Asset (RWA) calculation and portfolio steering, e.g. Probability of Default, Loss Given Default and Credit Conversion Factor
• Develop and maintain IFRS 9 models and parameters
• Handle data from relevant systems like e.g. the Rating Database, the Default Database, the RWA system etc.
• Execute independently development projects including communication with internal and external parties in agreement with the head of unit

Your core competencies

• Quantitative and/or finance background (mathematics, statistics or economics with a quantitative emphasis on banking and finance)
• Advanced academic degree desirable (MSc, PhD, Dr.)
• Minimum of 5 years’ experience in a quantitative role in credit risk
• Knowledge and experience in the fields of rating model development, statistical model building, quantitative finance, Basel II/III
• Exceptional numerical and data handling skills, e.g. R, SQL, Python, Excel
• Excellent command of English

Nice to have

• Strong analytical and problem solving skills paired with the ability of strategic thinking and decision-making
• Ability to communicate to a non-technical audience including negotiation with internal and external parties (model users, business, internal audit, regulators)
• Team player, high task commitment, independent working style

What's in it for you

• Work Life Balance: flexible working hours & extensive hybrid working possibilities
• 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, part-time work, bilingual company kindergarten etc. 
• Salary: starting at EUR 60.000,- gross p.a. including overtime (market-compliant overpayment is provided dep. on experience / qualification)