Early-Career ICAAP & Stress Testing Risk Analyst

BAWAG Group; Wien; On-site; EUR 47,000 - 57,000; Full time

Benefits offered by this job

BAWAG Academy

GoodHabitz eLearning

Personal development program

Office at Vienna Central Station

Job summary

BAWAG Group is a leading Austrian bank with a focus on risk modelling and data-driven decision making. This role supports ICAAP and stress testing method execution, data preparation, and automation of risk pipelines in a dynamic, growth-focused environment.

You will collaborate with finance and risk teams, contribute to calculation engines migration, and leverage SQL/Python to enhance reporting, documentation, and analytics.

Qualifications

• Degree in Economics, Finance, Mathematics, or similar.
• 0-3 years experience in banking or risk.
• Basic knowledge of credit risk and ICAAP concepts.
• Programming: SQL (required), Python (basic/intermediate).
• Exposure to Snowflake and Airflow is a plus.
• Strong Excel and data handling skills.
• Interest in AI / ML applications in risk modelling is a plus.

Responsibilities

• Support execution and enhancement of ICAAP and stress testing methods / calculations.
• Assist in maintaining and/or optimization/migration of the calculation engines.
• Perform data preparation, validation and analysis.
• Support documentation and reporting activities.
• Assist in automation, methodology updates and data pipeline tasks.

Skills

Analytical mindset

Attention to detail

Willingness to learn

Team-oriented

AI/ML interest

Education

Degree in Economics, Finance, Mathematics, or similar

Tools

SQL

Python

Snowflake

Airflow

Job description

BAWAG Group is a leading Austrian bank with a focus on risk modelling and data-driven decision making. This role supports ICAAP and stress testing method execution, data preparation, and automation of risk pipelines in a dynamic, growth-focused environment.

You will collaborate with finance and risk teams, contribute to calculation engines migration, and leverage SQL/Python to enhance reporting, documentation, and analytics.