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

The unit is responsible for measuring both the risk of Counterparty Risk as well as Market Risk.  

The Financial Risk models Team is performing its duties in close co-operation with Liquidity, Market & Banking Book Risk, Markets/Treasury, CFO, and Holding functions. We are responsible for maintenance, development, and backtesting of models applied in the Financial Risk area with direct reporting line to the local Financial Risk Committee.

We have also a strong focus on solving complex topics dealing with banking and treasury products across the bank. The team is also responsible for an efficient and automized data preparation pipeline that feeds into behavioral models. Furthermore, the team is driving the bank-wide IT architectural automatization and digitalization to enhance the way treasury products can be processed in a most efficient and convenient way by our clients.

• 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

• Strong technical skills, i.e. excellent in R and/or Python
• Profound knowledge of data bases (SQL) and data related processes
• Dedication to work with next generation technologies (Generative AI) and tools (Power Bi, Power Automation)
• Knowledge of bank products is an advantage
• Dedication, commitment and flexibility
• Ability to work under pressure
• Readiness to work in teams
• Willingness to take personal responsibility and work accordingly
• Open minded and committed to develop further both professionally as well as personally
• Communication skills
• Fluent in German and English

• Company laptop and company mobile phone
• Flexibility in terms of time
• Restaurant or food voucher card
• Social allowances
• Public transport ticket
• Job bike
• Kindergarten Sonneninsel at the Austria Campus
• Sports, wellness and leisure activities at the UniCredit Center (Am Kaiserwasser)
• Holistic health management
• Social fund for particularly challenging life situations
• Employee discounts
• Group supplementary insurance