Senior Risk Validation Function

UniCredit Bank Austria AG
  • Wien
  • Vollzeit
  • Berufserfahrung
  • 10.10.2018

Senior Risk Validation Function

As a major financial institution, we strive to think and act in a truly international dimension. Wespan 50 countries and give growth opportunities to people who share our excitement forconstantly 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 forexcellence and strive to achieve maximum customer satisfaction. Bank Austria is a modern anddynamic universal bank offering its customers access to international financial markets. Therefore weconsistently invest in the development and motivation of our employees.

Validation of Regulatory and Managerial Models: Model, process validation and monitoring of local (UCBA) regulatory and managerial risk models. Direct reporting line to UCBA CRO. Managerial reportingline to Group Internal Validation (GIV).

Key tasks and responsibilities

  • Perform model validation including performance of statistical tests, interpretation of test results and recommendations for further model development
  • Develop validation standards and methods in co-operation with Group's validation function
  • Regular communication with stakeholders in corporates & retail business, model development, Holding functions and internal audit
  • Participation in on-site regulatory assessments

Qualifications and Competencies

  • Several years of experience in credit risk modelling and/or validation (> 3 years)
  • Excellent Programming skills considering statistical tools (particularly in SAS and/or R)
  • Quantitative university degree, e.g. statistics, mathematical economics, financial mathematics
  • Solid SQL-Programming skills
  • Strong analytical (Data affinity) and problem solving skills, coupled with thoroughness and attention to detail
  • High degree of self-organization and motivation, team player, dedicated and driven
  • Fluent in German and English (written and spoken)
  • Background in credit risk / credit processes is a plus

Our offer to you

We offer a gross annual salary based on the collective bargaining agreement of EUR 55.000 at least,depending on individual qualification and experience and excellent career chances.

Application details:

Location:
Entry Date:
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Vienna
01/11/2018
Full-time
HR Recruiting / Stefan Schmiedhofer / +43(0)5 05 05 - 55929
http://jobs.bankaustria.at
AT-EXT-51551819-20180719-115254-EN

UniCredit Bank Austria AG

Banken, Finanz, Versicherung
501+ Mitarbeiter

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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