Financial Risk Modeler and Data Analyst

You will develop, maintain, and backtest advanced statistical models for counterparty and market risk. You will support financial-risk applications, assess model and market impacts, automate risk processes and data analysis, and help deliver digital transformation projects. You will also ensure complex treasury products are represented correctly in risk evaluation and implement data-driven risk monitoring.

Responsibilities

• Develop, maintain, and backtest advanced statistical models
• Provide functional support for Financial Risk applications
• Analyze the impact of model changes, market trends, and internal initiatives
• Automate risk processes and data analysis using Generative AI, Power BI, and Power Automate
• Drive digital transformation projects for risk-related applications
• Ensure complex treasury products are represented correctly in market and counterparty credit-risk evaluation
• Implement data-driven risk monitoring and analysis

Requirements

• Proficiency in R and/or Python
• Knowledge of databases, SQL, and data-related processes
• Knowledge of Generative AI, Power BI, and Power Automate
• German
• English

Benefits

• Company laptop and mobile phone
• Flexible working hours
• Restaurant or food voucher card
• Social allowances
• Public transport ticket
• Job bike
• Kindergarten at Austria Campus
• Sports, wellness, and leisure activities
• Health management
• Social fund
• Employee discounts
• Group supplementary insurance