Credit Risk Modeler Analyst (f/m)

UniCredit Bank Austria AG
  • Wien
  • Vollzeit
  • Berufserfahrung
  • 18.9.2017

Credit Risk Modeler Analyst (f/m)

As a major financial institution, we strive to think and act in a truly international dimension. We span 50 countries and give growth opportunities to people who share our excitement for constantly building on the diversity of our local roots and strong European presence.
Bank Austria has been a member of UniCredit, one of the largest European banking groups, since 2005. Being the bank with one of the strongest capital bases among the large banks in Austria we aim for excellence and strive to achieve maximum customer satisfaction. Bank Austria is a modern and dynamic universal bank offering its customers access to international financial markets. Therefore we consistently invest in the development and motivation of our employees.

We are looking for a senior Credit Risk Modeling Analyst with a strong quantitative background and several years of experience to support our Rating/Scoring team in Vienna. Focus is to develop local Rating Models (PD) and to provide methodological support for the ongoing IFRS 9 implementation. Project-wise limited support for LGD and EAD topics is intended mid-term.

Key tasks and responsibilities

  • Single-point-of-contact for assigned rating models.
  • Further development and maintenance of Credit Risk Parameter Models on a senior working level.
  • Hands-on data preparation, programming and data mining via SAS.
  • Understand and manage different data sources used for modelling activities and support interaction with technical implementation in respective IT systems.
  • Regular credit risk methods monitoring - identify business needs, risks and opportunities.
  • Agile communication with all concerned stakeholders.

Qualifications and Competencies

  • Several years of experience in credit risk modeling putting things into practice.
  • Quantitative methods experience & quantitative university degree.
  • Programming skills and experience in data mining (SAS preferred; alternatively, SQL or 'R' experience.
  • Ability to drive assigned projects/model developments.
  • General understanding of credit processes, regulatory framework, economic relationships & banking.
  • Motivated, flexible in thinking with an analytic mindset, very good German & fluent English.

Our offer to you

Minimum annual gross salary based on the collective bargaining agreement is EUR 42.196,- depending on individual qualification and experience, we offer more.

Application details:

Location: Vienna
Entry Date: 01/06/2017
Time Factor: Full-time
Contact: HR-Recruiting / Renate Vejvar / +43 (0)5 05 05-55422
Code: AT-101-51447187-20170524-154445-EN


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UniCredit Bank Austria AG

Schottengasse 6-8
1010 Wien

Über uns

Die Bank Austria ist seit 2005 Mitglied der UniCredit, einer der führenden europäischen Bankengruppen.Als eine der kapitalstärksten Großbanken Österreichs setzen wir auf Wachstum und wollen ein Höchstmaß an Kundenzufriedenheit erreichen. Die Bank Austria ist eine moderne und dynamische Universalbank…

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