Senior Expert - ICAAP & Stresstesting

BAWAG Group is seeking a Senior Expert in ICAAP & Stress Testing to join their team in Vienna, Austria. This role involves reviewing and maintaining credit risk methodologies, developing calculation engines, and contributing to regulatory frameworks. Join a dynamic employer that promotes talent and drives technological innovation.

BAWAG Group AG is a publicly listed holding company headquartered in Vienna, Austria, serving over 4 million customers across multiple countries with a comprehensive range of financial products and services. We are looking for talented individuals to help us deliver simple, transparent, and affordable financial solutions.

Apply now to become a key part of our risk management team and contribute to our continued success.

Company Overview

BAWAG Group is one of the largest banks in Austria, with more than 4 million customers. 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.

Quick Details

• Salary Range: 50575.70
• Job Type: Full-time
• Qualifications: Bachelors Degree
• Experience: 3 Year+

Key Responsibilities

• 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.

Requirements

• Degree/PhD in Economics, Quantitative Finance, Mathematics, or similar.
• 3-5 years experience in banking or risk.
• Extensive experience in ICAAP, stress testing and/or credit risk modelling.
• 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.
• High autonomy and ownership.
• Strong analytical and problem-solving skills.
• Structured communication.
• High resilience.

Benefits

• 50% of your working time in our modern and easily accessible office at Vienna Central Station.
• Support for personal development and career planning with an individual and attractive training program.
• Access to BAWAG Academy and GoodHabitz elearning platform.
• A range of interesting and valuable additional benefits.
• Opportunity to work in a team where good cooperation and diversity are actively practiced.