Financial Risk Modeler and Data Analyst (f/m/d)

HypoVereinsbank; Wien; On-site; EUR 55,000 - 90,000; Full time

Job summary

HypoVereinsbank invites applications for a role focusing on development, maintenance and backtesting of advanced statistical models across the Financial Risk domain in Vienna. The position involves supporting risk applications, conducting impact and scenario analyses, and driving digital transformation initiatives.

The role emphasizes automation of risk processes using Generative AI, Power BI and Power Automate, with a focus on data-driven monitoring and accurate representation of treasury

Responsibilities

• Development, maintenance and backtesting of advanced statistical models
• Functional support for applications in the Financial Risk area
• Impact and scenario analysis regarding model changes, external market trends, and bank internal initiatives
• Automatization of risk processes and data analysis leveraging on next generation technologies, i.e. Generative AI, Power Bi or Power Automate
• Engage in and drive digital transformation projects for risk-related applications
• Ensure proper representation of complex treasury products in the Market and Counterparty Credit Risk evaluation
• Implement data-driven risk monitoring/analysis leveraging on advanced methods and technologies

Job description

• Development, maintenance and backtesting of advanced statistical models
• Functional support for applications in the Financial Risk area
• Impact and scenario analysis regarding model changes, external market trends, and bank internal initiatives
• Automatization of risk processes and data analysis leveraging on next generation technologies, i.e. Generative AI, Power Bi or Power Automate
• Engage in and drive digital transformation projects for risk-related applications
• Ensure proper representation of complex treasury products in the Market and Counterparty Credit Risk evaluation
• Implement data-driven risk monitoring/analysis leveraging on advanced methods and technologies