Senior IFRS9 Credit Risk Modeler

Job title:

Senior IFRS9 Credit Risk Modeler

Company

Selby Jennings

Job description

Role: Senior IFRS9 Credit Risk Modeler
Location: Vienna, AustriaJoin our client, an innovative bank. headquartered in Vienna. They’re seeking a Credit Risk Modeler to develop IFRS9 credit risk models for retail and corporate segments across the entire banking group.Key Responsibilities:

• Spearhead the development IFRS9 credit risk models
• Gather and analyze data, discuss ECL impact, and enhance methodology
• Collaborate closely with colleagues and subsidiaries across countries
• Act as a subject-matter expert and coordinate IFRS9 model-related activities, including giving training and workshops
• Represent the bank towards regulators and other stakholders regarding IFRS9 Models

Key Requirements:

• Several years of experience in Credit Risk Modelling or Validation
• Academic degree in a quantitative field
• Expertise in regulatory frameworks for Credit Risk Management
• Proficiency in data analysis, statistical models, and programming
• Familiarity with MS Office 365, SAS or R
• Fluent in English with strong communication skills
• Independent project management abilities
• Committed team player with analytical skills and a sense of responsibility

Expected salary

€70000 – 100000 per year

Location

Wien

Job date

Sun, 28 Apr 2024 01:06:08 GMT

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