- Responsibility for the development and maintenance of credit risk models by applying advanced statistical techniques with focus on the Loss Given Default (LGD) and Credit Conversion Factor (CCF) parameters in Pillar 1 IRB, Pillar 2 economic capital and IFRS 9 impairment models for retail customer segments.
- Contribution to the continuous further development of Group-wide credit risk model development standards to ensure state-of-the-art methodology, reflecting research and regulatory provisions.
- Supporting Erste Group subsidiaries in the consistent implementation of such methodology.
- Reporting and presentation to the relevant decision bodies the outcome of modeling activities.
- Demonstrate compliance of models and methodology to validators, auditors and supervisors.
- Advanced academic degree in natural or economic science with focus on mathematics, statistics, econometrics or banking and finance.
- Profound knowledge in applied statistics with focus on predictive modelling and computation.
- At least 2 years professional experience in the development or validation of statistical models, preferably in the area of internal credit risk models.
- Knowledge about the regulatory framework for credit risk management and banks' internal credit risk models desirable.
- Excellent skills in SAS programming language, knowledge of Python & SQL desirable.
- Proficient in communicating complex matters in both spoken and written English.
- Be an integral part of a successful high-performance team that is working on exciting and challenging tasks in an international environment.
- With your resilient, independent and committed working style you will easily be integrated in our team and value our strong cooperation
- Excellent professional and personal development opportunities.
- Discover and enjoy the of Erste Group.
- A competitive and performance-related salary dependent on your professional and personal qualifications is granted – the minimum wage for this position in accordance with the respective collective agreement is EUR 40.120,36 gross per year.
- Erste Group considers the diversity of its employees as key to innovation and success. As employer we are proud to offer everyone equal chances, irrespective of age, skin colour, religious belief, gender, sexual orientation or origin.
-
Specialist People Development
Gefunden in: Talent AT C2 - vor 15 Stunden
STRABAG BRVZ GMBH Wien, Österreich GanztagsAufgaben · Als Teil unseres Teams bist du die zentrale Ansprechperson für die People & Culture (P&C) Business Partner:innen und Führungskräfte in Tschechien bzw. der Slowakei zu allen Themen der Personalentwicklung: · Du sorgst dafür, dass die Qualitätsstandards des STRABAG-Konz ...
-
New Business Development Specialist
Gefunden in: Adzuna AT C2 - vor 2 Tagen
IWG Management GmbH Wien, ÖsterreichZWECK:Der Partnervertrieb ist eine wichtige Strategie für das Wachstum unseres Netzwerks. Als Partnerschaftsvertriebsmanager sind Sie dafür verantwortlich, Geschäftspartnerschaften auf lokaler und regionaler Ebene aufzubauen und zu pflegen. · DAS PROGRAMM:Das Partnervertriebsprog ...
-
Informatiker/in, Systemadministrator/in, Fachinformatiker/in
Gefunden in: Talent CH A C2 - vor 23 Stunden
His-institut Für Hochschulentwicklung E. V. Austria, Österreich GanztagsSystemadministration, Cloud Computing, 1st-Level-Support, 2nd-Level-Support, Active Directory, Microsoft Office 365, Informatik, Anwenderbetreuung, IT, Lizenzmanagement, Microsoft Windows, Microsoft 365, Microsoft Azure, Hardware, Konfiguration The HIS Institute for Higher Educat ...
-
Medizininformatiker/in
Gefunden in: Talent CH A C2 - vor 4 Tagen
Kbv Kassenärztliche Bundesvereinigung Austria, Österreich GanztagsHL7, IT, Digitalisierung, XML, JSON More than 100,000 practices work with the IT designed, developed or certified by the National Association of Statutory Health Insurance Physicians. · For our largest IT and digitization department in the center of Berlin, we are looking for a p ...
-
Fachinformatiker/in, Informatiker/in, Systemadministrator/in
Gefunden in: Talent CH A C2 - vor 2 Tagen
His-institut Für Hochschulentwicklung E. V. Austria, Österreich Ganztags2nd-Level-Support, Hardware, Systemadministration, Cloud Computing, 1st-Level-Support, Anwenderbetreuung, Lizenzmanagement, Microsoft Office 365, Konfiguration, Active Directory, IT, Microsoft 365, Microsoft Azure, Microsoft Windows, Informatik The HIS Institute for Higher Educat ...
-
Site Reliability Engineer
Gefunden in: Adzuna AT C2 - vor 6 Stunden
ÖBB-Konzern Wien, ÖsterreichWe would like to strike out in new directions. And · explore new paths. Today. Tomorrow. Together. · You can also become a part of #TeamOEBB. Moving forward with digital power. · So that we can continue to reliably advise and support · all ÖBB companies in the areas of human reso ...
-
Business Development Analyst Austria
Gefunden in: Talent AT C2 - vor 2 Tagen
Scalable Capital Vienna, Österreich GanztagsBusiness Development Analyst Austria (m/w/d) - in Deutschland oder Österreich · Vollzeit · Abteilung: International · Unternehmensbeschreibung · Scalable Capital ist eine führende digitale Investmentplattform in Europa. Seit unserer Gründung im Jahr 2014 verfolgen wir die Missi ...
-
Group Credit Risk Modeler IFRS 9
Gefunden in: ATTB AT C2 - vor 7 Stunden
Addiko Bank AG Wien, ÖsterreichAddiko 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 o ...
-
Sr Specialist Solution Architect MSFT, Specialists Team Europe Central
Gefunden in: Talent AT C2 - vor 2 Tagen
AWS EMEA (Austria) - J41 Vienna, Österreich GanztagsAs a Specialist Solutions Architect focused on Microsoft on AWS, you will have the opportunity to accelerate our customer's adoption of Microsoft Workloads on AWS. The emphasis is on working directly with customers to develop cloud migration and/or adoption strategies as it relat ...
-
Application Specialist
Gefunden in: Talent AT 2A C2 - vor 2 Tagen
ManpowerGroup GmbH Wien, Österreich GanztagsApplication Specialist (m/w/d) Clinical DiagnosticsClient DescriptionOur client is a leading company in the field of medical technology, providing innovative solutions for the healthcare industry. They are committed to improving patient care and outcomes through their products an ...
-
Area Sales Executive, Cortex
Gefunden in: Talent AT C2 - vor 2 Tagen
Palo Alto Networks Vienna, Österreich GanztagsJob Description · Your Career · Act as primary Cortex business partner for AVP's (Area Vice President) in conjunction with the Cortex VP for respective areas. Be holistically responsible for overall business performance, GTM success, deals, and customer engagement across the area ...
-
End User Specialist
Gefunden in: Talent AT C2 - vor 2 Tagen
Stanley Black & Decker Vienna, Österreich GanztagsAb sofort suchen wir einen End User Specialist / Anwendungstechniker mit Vertrieb am Endkunden (m/w/d) für den Bereich Tools im Einsatzgebiet Österreich. · Ihre Aufgaben: · Eigenverantwortliche Betreuung von lokalen und regionalen Endkunden (kleine und mittlere Unternehmen) sow ...
-
Area Sales Executive, Cortex
Gefunden in: Talent DE C2 - vor 2 Tagen
Palo Alto Networks Vienna, Österreich GanztagsCompany Description · Our Mission · At Palo Alto Networks everything starts and ends with our mission: · Being the cybersecurity partner of choice, protecting our digital way of life. · Our vision is a world where each day is safer and more secure than the one before. We are a ...
-
Product Support Specialist
Gefunden in: Talent AT C2 - vor 2 Tagen
OneSpan Vienna, ÖsterreichAt OneSpan, we're reimagining trust to help businesses to thrive by enabling secure, compliant, and frictionless digital agreements and transactions. Across the globe, we are trusted by global enterprises, including more than 60% of the world's largest 100 banks, to enrich their ...
-
Specialist Regulatory Compliance EMEA
Gefunden in: Talent DE C2 - vor 2 Tagen
Abbott Vienna, ÖsterreichAbbott Medical is looking for a · Specialist Regulatory Compliance EMEA (m/w/d) · based in Eschborn near Frankfurt/ Main or other Abbott Medical sites in Europe · PURPOSE OF THE JOB · The Specialist Regulatory Compliance supports EMEA across the cardiovascular und neuromodulat ...
-
Key Account Specialist
Gefunden in: Talent AT C2 - vor 1 Tag
IQVIA Vienna, Österreich GanztagsOncology Key Account Specialist – Oncology Immunotherapy - Austria m/w/d · As part of a new European team across multiple countries, IQVIA's international talent acquisition team is recruiting for an Oncology Key Account Specialist to cover Eastern Austria. · Our client is a lea ...
-
Technical Support Specialist
Gefunden in: Talent AT C2 - vor 2 Tagen
OneSpan Vienna, ÖsterreichAt OneSpan, we're reimagining trust to help businesses to thrive by enabling secure, compliant, and frictionless digital agreements and transactions. Across the globe, we are trusted by global enterprises, including more than 60% of the world's largest 100 banks, to enrich their ...
-
Senior Specialist IT Operations
Gefunden in: Talent AT C2 - vor 2 Tagen
Addiko Bank AG Vienna, ÖsterreichAddiko 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 o ...
-
Director Data Science
Gefunden in: Talent AT C2 - vor 2 Tagen
Simon-Kucher & Partners Vienna, Österreich· Director Data Science (m/f/d) · In Austria - Vienna · Looking for an innovative, agile work environment where you can have an impact on big-name companies and startups? Join Elevate - Simon Kucher's service line for digital consulting projects. Be part of a dynamic team delive ...
-
Senior Field Clinical Specialist
Gefunden in: Talent DE C2 - vor 2 Tagen
Abbott Vienna, ÖsterreichAbout Abbott · Abbott is a global healthcare leader, creating breakthrough science to improve people's health. We're always looking towards the future, anticipating changes in medical science and technology. · In Abbott's Electrophysiology (EP) business, we're advancing the trea ...
Credit Risk Model Development Specialist - Vienna, Österreich - Erste Group Bank AG
Beschreibung
Credit Risk Model Development Specialist (all genders)
Erste Group was founded in 1819 as the first Austrian savings bank and today it is one of the largest banking groups in Central and Eastern Europe (CEE). As an attractive employer, Erste Group offers interesting career opportunities in an international environment.
The department Model Methodology & Development is the central function responsible for the development and maintenance of models used in the analysis of credit risk, in particular regulatory Pillar 1 IRB models (e.g. credit scorecards, PD, LGD, ELBE and CCF parameter models), Pillar 2 and IFRS 9 models. It is also responsible for the definition of group-wide model development standards.
Your Tasks
Your Background
Our Offer