Role: Senior IFRS9 Credit Risk Modeler
Location: Vienna, Austria
Join our client, an innovative bank. headquartered in Vienna. They're seeking a Credit Risk Modeler to develop IFRS9 credit risk models for retail and corporate segments across the entire banking group.
Key Responsibilities:
- Spearhead the development IFRS9 credit risk models
- Gather and analyze data, discuss ECL impact, and enhance methodology
- Collaborate closely with colleagues and subsidiaries across countries
- Act as a subject-matter expert and coordinate IFRS9 model-related activities, including giving training and workshops
- Represent the bank towards regulators and other stakholders regarding IFRS9 Models
Key Requirements:
- Several years of experience in Credit Risk Modelling or Validation
- Academic degree in a quantitative field
- Expertise in regulatory frameworks for Credit Risk Management
- Proficiency in data analysis, statistical models, and programming
- Familiarity with MS Office 365, SAS or R
- Fluent in English with strong communication skills
- Independent project management abilities
- Committed team player with analytical skills and a sense of responsibility
