Title: Senior IFRS9 Credit Risk Modeller
Location: Vienna, Austria
In this exciting position, you will be based in Vienna and play a crucial role in developing cutting- edge credit risk models for a multinational bank and its subsidiaries. Your responsibilities will include gathering and analyzing data, crafting statistical models, and enhancing methodologies to ensure compliance with IFRS 9 standards and regulatory guidelines. Collaborating closel with a talented team, you'll drive initiatives related to IFRS 9 models and coordinate various activities across subsidiaries.
Key responsibilities
- You develop IFRS 9 compliant credit risk models for both retail and non-retail segments
- You enhance existing methodologies in accordance with regulatory requirements
- You collaborate closely with colleagues within the Group Risk Modelling team and subsidiaries
- You steer and coordinate activities related to IFRS9 models, including training sessions and workshops
Key requirements
- You bring substantial experience in Credit Risk Modeling or Validation, particularly in the context of IFRS 9 impairment considerations.
- Your educational background includes a degree in a quantitative discipline such as Statistics, Mathematics, or a related field.
- Your expertise extends to navigating regulatory frameworks concerning Credit Risk Management.
- You are proficient in handling data, you excel in tasks ranging from data preparation and quality assurance to transformation, statistical modeling, programming, and result presentation.
- You are adept with tools like MS Office 365, SAS, or R.
- You are fluent in English, both written and spoken, enables clear and effective communication.
- You thrive in roles where you can independently manage projects and coordinate efforts across various subsidiaries.
- Your commitment to teamwork is evident in your service-oriented approach, proactive nature, and unwavering accuracy.
- Your analytical acumen and strong sense of accountability set you apart.
