Junior Risk Analyst* - ICAAP & Stress Testing

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 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.

Main 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

Technical & Knowledge Requirements

• 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

Soft Skills

• Strong analytical mindset
• Attention to detail
• Willingness to learn
• Team-oriented and proactive
• 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 € 51.947,84 on a full-time basis. Depending on your experience and qualifications, we are willing to offer a higher salary.

Your contact person: Rebecca Garber [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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