AI & ML Model Validation Analyst *

BAWAG Group; Wien; Vor Ort; EUR 47.000 - 57.000; Vollzeit

Benefits dieser Stelle

Training program

BAWAG Academy

GoodHabitz e-learning

Employee benefits

Zusammenfassung

BAWAG Group, a leading Austrian bank based in Vienna, seeks a quantitative validation specialist focused on AI/ML models. You will validate internal models, develop validation tools, and build an AI governance framework.

The role involves coordinating with multiple departments and documenting findings for internal and external audiences. With 50% time spent in Vienna Central Station office, you’ll benefit from a strong training program via the BAWAG Academy and GoodHabitz platforms, plus a range

Qualifikationen

• Quantitative university education (math, statistics, economics, physics or similar).
• Experience with SAS, R or Python.
• Strong MS Office and SQL/database know-how.
• Knowledge of IFRS 9, Basel IV, CRD/CRR desirable.
• Banking experience in credit or market risk is an advantage.
• Fluent English; German is beneficial.

Aufgaben

• Qualitative and quantitative validation of banks' internal models (rating models, IFRS 9 parameters, KYC models), with a focus on AI & ML models.
• Development of validation methods and programming of validation-specific applications.
• Building an AI/ML model governance framework and ensuring regulatory compliance.
• Deriving findings and measures based on analysis results and coordinating with other departments.
• Preparation of professional documentation for internal and external addressees.

Kenntnisse

SAS

R

Python

Fluent English

Ausbildung

Quantitative university education (math, stats, econ, physics)

Tools

SQL

MS Office

Jobbeschreibung

BAWAG Group is the publicly listed holding company of BAWAG, which, with more than 4 million customers, is one of the largest banks in Austria. As a dynamic employer, we promote talent and drive technological innovation forward at a rapid pace. Flat hierarchies, a flexible working environment, and equal opportunities for our employees are particularly important to us.

Your Responsibilities

• Qualitative and quantitative validation of banks' internal models (rating models, IFRS 9 parameters, KYC models), with a focus on AI & ML models
• Development of validation methods and programming of validation-specific applications
• Building an AI/ML model governance framework and ensuring regulatory compliance
• Deriving finding and measures based on the results of the analysis as well as communication and coordination with other departments
• Preparation of professional documentation for internal and external addressees

Your Profile

• Quantitative university education (mathematics, statistics, economics, physics or other analytical/methodologically oriented fields)
• Experience in the use of the statistical software SAS, R or Python
• Sound knowledge of MS Office as well as database know-how (SQL)
• Know-how regarding bank-specific regulations (IFRS 9, Basel IV, CRD/CRR) desirable
• Banking experience, esp. experience in the areas of credit or market risk is an advantage
• Fluent English language skills, proficiency in German is beneficial

Our Offer

• You will spend 50% of your working time in our modern and easily accessible office at Vienna Central Station.
• We support your personal development and career planning with an individual and attractive training program. Visit our BAWAG Academy and use our GoodHabitz elearning platform for both your professional and personal growth.
• In addition, we offer a range of interesting and valuable additional benefits.

For this position, the collective agreement stipulates a minimum annual gross salary of € 52.163,02 on a full-time basis. Depending on your experience and qualifications, we are willing to offer a higher salary.

Your contact person: Jutta Durstberger ([phone])

• We value people.

Would you like to work in a team where good cooperation and diversity are actively practiced? Then you've come to the right place. Equal opportunity is important to us - regardless of age, gender, sexual orientation, physical impairment, religion or origin.

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