Senior Risk Modeller (f/m/x)

Vienna or Klagenfurt, Austria

Addiko Bank is an unconventional bank striving for specialization instead of universality. Our mission is to deliver a modern customer experience based on convenience and speed. We emphasize cohesion, diversity, fostering talent and equality while always maintaining the success of Team Addiko at the core of our entrepreneurial values. We are looking for highly driven professionals who are eager to become part of a Consumer and SME focused specialist network in Central and Southeastern Europe.

To strengthen our team and to achieve our entrepreneurial mission and vision, we are looking for a:

Senior Risk Modeller (f/m/x)

Your tasks:

  • As senior team member of the Group Risk Modelling department, you are responsible for developing credit and market risk models for Addiko Bank AG and its subsidiaries for retail and non-retail segments
  • You gather data, develop statistical models, discuss the impact, and improve the existing methodology in line with regulatory requirements (IFRS9, EBA)
  • You define the procedural framework and standards around credit and market risk model development and related policies taking into consideration validation as well as audit findings
  • You steer and coordinate activities within the Group around models and collaborate with the counterparts in the subsidiaries
  • You are responsible for linking the risk model development steps to regulatory requirements, business strategy and portfolio management and thereby prioritize projects and model updates for the Holding and the subsidiaries

Your profile:

  • You have a degree in a quantitative field (Statistics, Mathematics, etc.)
  • You have extensive banking experience related to credit risk modelling, validation, or portfolio management
  • You are an expert with regards to regulatory frameworks for credit risk management
  • Working with data including data preparation, data quality checks, descriptive analysis, statistical models, programming and presenting the results of your analysis is natural to you
  • Excellent command of English both in spoken and in written
  • Professional handling of MS Office 365 tools, SAS or R, and SQL
  • Project management experience is a desirable addition
  • You consider yourself a committed team player with service orientation, proactivity, and accuracy
  • You possess excellent analytical skills and strong sense of responsibility

Our offer:

By joining Team Addiko, you will enter into an environment that encourages innovative solutions and a culture of togetherness in which we respect feedback and nurture human relationships. A culture in which “we” means that everyone has their “I” and every self is part of the team.

Can you see yourself joining our team of unconventional bankers? If so, please upload your CV.

For further details, please contact Doris Elbl-Riha under +43 664 888 769 44

Mandatory information according to § 9 GleichbehandlungsG [Equal Treatment Act]: According to the collective agreement, the minimum gross annual salary for this position is € 41.310,00 in group E. The actual salary depends on qualifications and experience.

Tell your friends about this position

Personal information
Professional data