Quantitative Analyst (m/f)

SBERBANK Europe AG
  • Wien
  • Vollzeit
  • Berufserfahrung
  • 5.12.2017

Quantitative Analyst (m/f)

Vienna

Your Tasks and Responsibilities

  • Coordinate the design of target Credit Models Landscape based on Group standards and ensuring compliance with specifics of local countries and portfolios
    Steer and ensure model development for each portfolio and consistency in estimation of respective risk parameters including adequate mapping to group master-scale
  • Organize group wide monitoring, validation and model development process
  • Collection of data for above mentioned activities
  • Performing modeling activities according to approved methodology
  • Reconciliation of the validation/monitoring results and the remedy actions with the local subsidiaries
  • Presentation of the modeling results
  • Tracking and monitoring of remedy actions
  • Organize initial validation of all changed models in credit risk (rating Methods and risk parameters)
  • Participation in the model development process
  • Preparation of the internal approval in Committee
  • Develop and maintain validation methodology for rating methods, risk parameters and stress-testing
  • Review and ensure regulatory compliance of any rating modeling methodology
  • Compile and control the budget and resource planning on the basis of internal guidelines in agreement with the superior manager
  • Coordinate and direct communication with business, subsidiaries and Holding on all steps and results of the modelling activities
  • Direct reporting to Department Head
  • Monitor the adherence to the plan over a period of time and take correction measures in target deviation
  • Supervise, guide and control quants, ensure documentation

Your Profile

  • University degree in Mathematics, Statitstics, Economics and Finance
  • At least 2-5 years of previous experience in credit risk (Banking/financial situation) on similar activities, preferably in financial industry, IRB relevant experience is a strong preference
  • Detailed knowledge of Basel II including its legal aspects and experience in internal processes like rating and lending in the banking sector
  • Analytical thinking, ability to select the most important facts and drive conclusion out of it
  • Ability to build trust and relationships with a wide range of internal and external contacts
  • Strong experience with risk management application forms and tools
  • Deep knowledge of functionalities and employment of credit process tools
  • Persistent in problem solving, focused on problem solutions and not problems itself
  • High level of team spirit and able to manage multiple projects in parallel
  • Willing to deal with challenging situations and issues, able to propose and make change
  • SAS logic and programming knowledge is a strong preference
  • Computer proficiency - excellent knowledge of MS Office package and tools
  • Fluent English, knowledge of any Eastern European, German or Russian language is an advantage

Your Chance

  • We acknowledge and reward good performance
  • Be part of the committed and successful Sberbank Europe team
  • Gather international experience in a dynamic and moving forward environment

Annual Gross salary EUR45.000,- based on our collective bargaining agreement (for 38,5 hours/week) - additional payment according to skills and experience. The position can be filled as soon as possible.

Interested?

We`re looking forward to your online application!

Sberbank Europe AG
Schwarzenbergplatz 3, 1010 Vienna, Austria
Tel.: +43 1 22732 0
https://www.sberbank.at

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SBERBANK Europe AG

Schwarzenbergplatz 3
1010 Wien
Standort

Über uns

Sberbank Europe Group, headquartered in Vienna, Austria, is a banking group that is 100% owned by Sberbank Russia. Sberbank Europe Group is present in nine markets in Central and Eastern Europe (CEE): Austria, Bosnia and Herzegovina, Croatia, Czech Republic, Germany, Hungary, Slovenia, Serbia and Ukraine.…

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