Senior ICAAP & Stress Testing Specialist

BAWAG Group; Wien; Hybrid; EUR 45.518 - 55.633; Vollzeit

Benefits dieser Stelle

Flexible working environment

Office near Vienna Central Station

BAWAG Academy and e-learning platform

Zusammenfassung

BAWAG Group in Vienna is seeking a focused quantitative risk professional to review and maintain credit risk methodologies (ICAAP and stress testing) and to develop, maintain and migrate calculation engines.

You will ensure alignment and documentation of methodologies and processes, and contribute to ICAAP, SREP and regulatory frameworks. The role requires advanced programming in SAS, SQL and Python, plus experience with Snowflake and Airflow.

Qualifikationen

• Degree/PhD in Economics, Quantitative Finance, Mathematics, or similar.
• 3–5 years experience in banking or risk.
• Extensive ICAAP, stress testing and/or credit risk modelling experience.
• Strong understanding of banking products and regulations (CRR III / CRD VI).
• Advanced programming: SAS, SQL, Python.
• Experience with Snowflake and Airflow.
• Strong statistical modelling skills.
• Experience with AI / ML in modelling or stress testing is strongly preferred.

Aufgaben

• Review and maintain credit risk methodologies (ICAAP & Stress Testing).
• Develop, maintain and optimize/migrate calculation engines.
• Ensure alignment and documentation of methodologies and processes.
• Contribute to ICAAP, SREP and regulatory frameworks.

Kenntnisse

SAS

SQL

Python

AI/ML

Analytical thinking

Ausbildung

Degree/PhD in Economics, Quantitative Finance, Mathematics, or similar

Tools

Snowflake

Airflow

Jobbeschreibung

BAWAG Group in Vienna is seeking a focused quantitative risk professional to review and maintain credit risk methodologies (ICAAP and stress testing) and to develop, maintain and migrate calculation engines.

You will ensure alignment and documentation of methodologies and processes, and contribute to ICAAP, SREP and regulatory frameworks. The role requires advanced programming in SAS, SQL and Python, plus experience with Snowflake and Airflow.