Risk Modelling Expert (m/f/x)

  • Wien, Klagenfurt am Wörthersee
  • Vollzeit
  • Berufserfahrung
  • 22.2.2021
  • Stelleninserat
  • Arbeitgeber
Drucken

In order to support our "Group Credit Risk Portfolio Management" team, we are currently looking for a:

Risk Modelling Expert (m/f/x)

Location: Vienna or Klagenfurt

Your tasks:

  • Development of an effective model risk governance program for the Group
  • Responsible for maintaining the Model Risk Management program, including writing of policies and procedures, model inventory and repository of model-related documentation
  • Active project management from the model risk management view
  • Collaboration with related departments and teams as well as management of several projects at all stages of the project lifecycle (i.e. project plan, scope, schedule)
  • Regular reporting activities to senior management to support transparent communication and buy-in of stakeholders
  • Statistical analysis with an understanding of modelling and attention to express complex methodologies
  • Enhancement of existing calculation frameworks and reporting structures as well as development of new automatized solutions

Your profile:

  • University degree (BSc/MSc) in a quantitative field
  • At least 5 years experience with operational research (forward looking modelling), Model Risk Management knowledge is a plus
  • Experience in banking, especially Basel and IFRS9 regulations mandatory
  • Acquaintance with project management, governance and policies is expected
  • Proficiency in English, German is a strong plus
  • Analytical skills
  • Experience with SAS/SQL or related statistics software
  • Excellent command of PowerPoint and Excel, VBA is a strong advantage

Our offer:

Addiko offers attractive benefits to its employees like monthly meal vouchers, possibility to work from home, company excursions, etc.

Do you like to work in an international environment? You think you are an ideal candidate for this position? If yes, please upload your CV here: https://addiko-ag.talentlyft.com/o/kzuagN

For further details please contact Rachel Miriam Alario: +43 50 232 2095

Required information pursuant to section 9 of the Austrian Equal Treatment Act [GleichbehandlungsG]: Minimum gross annual remuneration as per collective agreement from EUR 40,000 upwards - overpayment depending on qualifications and professional experience.

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