Credit Risk Models Manager (m/f/d)

  • Stelleninserat
  • Arbeitgeber Einblicke

Sberbank Europe AG, headquartered in Vienna, is a banking group that is 100% owned by Sberbank Russia. Since Sberbank Russia acquired Volksbank International (VBI) in 2012 and rebranded it into Sberbank Europe, major steps have been taken to gradually transform Sberbank Europe into a fully-fledged, self-funded and profitable universal bank with a strong focus on retail and corporate customers. Sberbank Europe is present in 8 markets in Central and Eastern Europe: Austria, Bosnia and Herzegovina (Sarajevo and Banja Luka), Croatia, Czech Republic, Germany, Hungary, Slovenia and Serbia. Sberbank Europe operates 190 branches and has over 4,000 employees across CEE. As an integral part of one of the largest, fastest growing and most dynamic financial providers in the world, Sberbank Europe aims to build sustainable bridges between Russia and the European markets.

We are looking for people who are energetic about developing their talents with us. As a young European bank, we offer opportunities for people who like to roll their sleeves up and advance their career. We are looking for people like you. Become part of our international team located in a modern office in Vienna 1010.

Credit Risk Models Manager (m/f/d)


Job Summary

The team Model Management unit manage regulatory model development, validation and monitoring of all credit risk models and parameters of Sberbank Europe Group. The team has the responsibility for all credit risk models (rating models, risk parameters), model development, all the regular validations at least once a year, the initial validations in case of new models and/or model changes and model monitoring

Interested? Read on!

You will be working within a great team and supporting them in their daily activities and projects.

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
  • Development of the models for estimation of credit risk parameters
  • Provide support for the team on all model relevant elements - sample definition a consistency insurance, time horizon definition, choice of modelling methodology etc.
  • Coordinate data availability from original data sources required for application of steering tools and systems; actively proposes measures to increase data quality and consistency required
  • Ensure and monitor regular model performance (back testing, validation, fine tunning, etc.)
  • Organize group wide validation process
  • Performing qualitative validation according to approved methodology with FMA
  • Reconciliation of the validation results and the remedy actions with the local subsidiaries
  • Coordinate and direct communication with business, subsidiaries and Holding on all steps and results of the modelling activities
  • Organize initial validation of all changed models in credit risk (rating methods and risk parameters)
  • Ensure documentation preparation in expected quality and according to the Group standards
  • Cooperate closely with other units of the Division related to model implementation, participation in definition of check points for process quality
  • Cooperate closely with other units of the Division related to model implementation, participation in definition of check points for process quality

Your Profile

  • University degree in Finance, Economics or Mathematics, computing, programming, statistics or similar field
  • At least 2 years of previous experience 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
  • Strong experience with risk management application forms and tools
  • Deep knowledge of functionalities and employment of credit process tools
  • Fluent English, knowledge of any Eastern European
  • German or Russian language is an advantage

Your Chance

  • We acknowledge and reward good performance
  • We offer personal and professional development through your career
  • Be part of the committed and successful Sberbank Europe team
  • Gather international experience in a dynamic and forward-moving environment

Annual Gross salary EUR50.000,- 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.


We`re looking forward to your online application!

Sberbank Europe AG
Schwarzenbergplatz 3, 1010 Vienna, Austria
Tel.: +43 1 22732 0

Weitere Jobs, die dich interessieren könnten

Alle 38 Credit Risk Jobs in Wien anzeigen

Erhalte Credit Risk Jobs in Wien per E-Mail