Senior Credit Risk Modeller with innovative power (f/m/d)



Ref #

1116 Z
Jetzt bewerben

A job with impact.  

Innovative strength in the foreground - your ideas are wanted.

You contribute to the stability of a bank.

What you can expect.

In this job you will be seen. Use your experience, your know-how with your innovative strength to implement new ideas. Your future employer is one of the largest banks in the country with over 2 million customers. Over the years, the bank has developed into an attractive and dynamic employer.

You can already look forward to this today:
  • A superior who is a very good sparring partner, as he himself has worked in the field of credit risk for a long time.
  • A team that "pulls together", where communication is open and solutions are developed together.
  • Training and development programs tailored to your needs as well as a Bank Academy
  • Access to sports clubs, gym and yoga classes, and massage opportunities
  • Meal benefits and discounts on vacation accommodation and insurance
  • Special conditions for financing
  • In-house company kindergarten and company doctor 
  • Home Office Equipment
  • Company pension plan as of 1 year of employment
  • EUR 85,000 as the annual gross salary

Your tasks.
  • Planning and leading of modelling projects in alignment with the corporate strategy
  • Independent lead in supporting the team colleagues
  • Development and constant improvement of the internally developed statistical IRB credit risk models (PD, LGD, CCF) for retail and non-retail portfolios
  • Alignment with internal and external stakeholders from the departments, operational risk management, ECB, OeNB and FMA.
  • Testing of new methods for credit risk modelling
  • Close cooperation within the team and with your superior

Your profile.
  • A healthy dose of humour to enjoy working in the Credit Risk field
  • Several years of experience in credit risk modelling or validation
  • Relevant education such as mathematics, statistics, or business administration with a financial focus
  • A strong interest in working with Big Data and solving statistical challenges
  • Knowledge of a programming language such as R, C#, SAS/SQL, Pythonor similar is an advantage
  • Very good English - German or willingness to learn German is desirable

We want to get to know you.  

Apply today or if you have any questions, please contact me, Hermann Pavelka-Denk, directly. I am your contact person at Pavelka-Denk and will answer any open questions you may have: / +43 664 393 1600

If the job is not an ideal fit, but you can recommend someone for the job, why not take advantage of our Pavelka-Denk network? Become the Career Maker of your network.

This job interests me. 
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