Austria Job Openings

BAWAG GROUP

Senior Expert ICAAP & Stress Test

Vienna

October 3, 2024


BAWAG Group is the listed holding company of BAWAG P.S.K., which is one of the largest banks in Austria with 2.1 million customers. As a dynamic employer, we promote talent and drive technological innovations quickly. Flat hierarchies, a flexible working environment and equal opportunities for our employees are particularly important to us.

The ICAAP & Stress Testing Team (RMIP) is the unit of the Risk Modelling Division responsible for the ICAAP of the BAWAG Group, including calculation and reporting of Economic and Normative perspectives, as well as the internal and regulatory Stress Test exercises.
The Risk Strategy, Risk Self-Assessment and Governance policy in BAWAG Group as well as the regulatory SREP process are designed and coordinated by RMIP Team on annual basis.
We offer a dynamic multicultural environment with motivated colleagues, the possibility to gather experience in risk modelling as well as in the implementation of IT solutions while gaining insights into a broad range of group-wide risk management topics.

TASKS

  • Review and maintenance of the Credit Risk quantification methodologies in the ICAAP Economic Perspective as well as in the Stress Test framework
  • Development and maintenance of the Credit Risk calculation engine (ICAAP and Stress test)
  • Alignment and documentation of concepts, process flows and methodologies
  • Testing and run of Credit Risk calculation engine for the regular reporting cycle including analysis of results

PROFILE

  • University degree in Economics and / or Quantitative studies
  • Extensive multi-year knowledge in the area of banking risk management, ICAAP credit risk quantification and Stress Test
  • In-depth knowledge of banking processes and products as well as extensive knowledge of regulatory requirements (up to latest CRR III / CRD VI)
  • Excellent conceptual and analytical skills, very good programming skills in SAS and SQL
  • High affinity with numbers and statistical modelling
  • Excellent written and spoken English
  • High degree of independence and autonomy to drive processes and project activities
  • High level of personal responsibility and initiative to further develop and optimize processes and content
  • Strong orientation to teamwork and pragmatic approach to tasks, high resilience
  • Strong critical thinking skills, recognizes relationships quickly and can communicate them in a structured manner

OUR OFFER

  • Flex Office is our motto! Work in your private environment whenever it is compatible with the job. We support you with high-quality equipment and a financial allowance.
  • You spend your office days in our modern, easily accessible office at Vienna Central Station. Here you can also place your little ones in the company's own kindergarten, which is run by the Wiener Kinderfreunde.
  • We support your personal development and career planning with an individual, attractive training program. Visit our BAWAG Academy and use our e Learning-Plattform Good Habitz for your professional and also personal development.
  • In addition, we offer interesting and lucrative additional services (company health care, group insurance, BAWAG sports club, vacation accommodation, preferential conditions for employees and their close relatives, meal subsidy).


We guarantee a competitive salary dependent on your professional and personal qualifications, starting at € 44.476,88 gross per year for this position, in accordance with the respective collective agreement. Salary requests above this amount will be considered depending on your previous experience and qualifications.

Your contact person: Martina Simek (+43 664 80998 32162)

  • We value people.
Would you like to work in a team where good cooperation and diversity are actively practiced? Then you've come to the right place. Equal opportunity is important to us - regardless of age, gender, sexual orientation, physical impairment, religion or origin.


UNTERNEHMEN
BAWAG GROUP
STANDORT
WIEN
EINSTIEGSLEVEL
MIT BERUFSERFAHRUNG
TÄTIGKEITSBEREICH
RISIKOMANAGEMENT / REVISION
WOCHENSTUNDEN
38,5
STARTDATUM
01.11.2024
New Job Alerts
AFRY

Bauingenieur*in für die örtliche Bauaufsicht bei Bauprojekten im Stromleitungsbau (m/w/d)

Salzburg

FULL TIME

November 15, 2024

View Job Description
BORBET Austria GmbH

Quality Engineer / Kundenbetreuer (m/w/d)

Braunau am Inn

November 15, 2024

View Job Description
IMS Nanofabrication

Kreditoren- und Reisekostenbuchhalter:in Karenzvertretung (m/w/d)

Vienna

November 15, 2024

View Job Description
Vestas

(Lead) Technical Bid Engineer

FULL TIME

November 15, 2024

View Job Description
Sandvik

President of Powder Solutions Division

Sankt Martin im Sulmtal

FULL TIME

November 15, 2024

View Job Description
A1 Telekom Austria

IT Security Sales Specialist (w/m/d)

Linz

FULL TIME

November 15, 2024

View Job Description
A1 Telekom Austria

ICT Sales Specialist (w/m/d)

Klagenfurt am Wörthersee

FULL TIME

November 15, 2024

View Job Description
Vorwerk Austria GmbH & Co. KG

Branch Manager - Steiermark 3 (m/w/d)

Vienna

FULL TIME

November 15, 2024

View Job Description
Marriott International, Inc

Assistant Executive Housekeeper

Vienna

FULL TIME

November 15, 2024

View Job Description
Expeditors

Sales Manager / Vertriebsleiter / Logistik / Spedition / Wien (m/w/d)

Vienna

FULL TIME

November 15, 2024

View Job Description
Looking for similar job?
T-Systems Austria GesmbH

Senior Consultant S/4HANA Logistik (m/w/d)

Graz

FULL TIME

September 18, 2024

View Job Description
HypoVereinsbank - UniCredit

Senior Compliance Auditor und Data Analytics Expert

Vienna

FULL TIME

September 21, 2024

View Job Description
ALTEN Austria Süd GmbH

(Senior) CAE Elektroingenieur (all gender)

Linz

FULL TIME

September 23, 2024

View Job Description
Fresenius Kabi Austria GmbH

Senior Manager Regulatory CMC Biosimilars (m/w/d)

Graz

September 19, 2024

View Job Description
Bitpanda

Operations & Technology Senior Specialist

Vienna

September 20, 2024

View Job Description
Triumph International

Senior Business Analyst Retail

Wiener Neustadt

September 19, 2024

View Job Description
New Job Alerts
AFRY

Bauingenieur*in für die örtliche Bauaufsicht bei Bauprojekten im Stromleitungsbau (m/w/d)

Salzburg

FULL TIME

November 15, 2024

View Job Description
BORBET Austria GmbH

Quality Engineer / Kundenbetreuer (m/w/d)

Braunau am Inn

November 15, 2024

View Job Description
IMS Nanofabrication

Kreditoren- und Reisekostenbuchhalter:in Karenzvertretung (m/w/d)

Vienna

November 15, 2024

View Job Description
Vestas

(Lead) Technical Bid Engineer

FULL TIME

November 15, 2024

View Job Description
Sandvik

President of Powder Solutions Division

Sankt Martin im Sulmtal

FULL TIME

November 15, 2024

View Job Description
A1 Telekom Austria

IT Security Sales Specialist (w/m/d)

Linz

FULL TIME

November 15, 2024

View Job Description
A1 Telekom Austria

ICT Sales Specialist (w/m/d)

Klagenfurt am Wörthersee

FULL TIME

November 15, 2024

View Job Description
Vorwerk Austria GmbH & Co. KG

Branch Manager - Steiermark 3 (m/w/d)

Vienna

FULL TIME

November 15, 2024

View Job Description
Marriott International, Inc

Assistant Executive Housekeeper

Vienna

FULL TIME

November 15, 2024

View Job Description
Expeditors

Sales Manager / Vertriebsleiter / Logistik / Spedition / Wien (m/w/d)

Vienna

FULL TIME

November 15, 2024

View Job Description