Junior Expert Icaap & Stress Testing Credit Risk

bei BAWAG P.S.K. Wien vor 4 Tagen
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Junior Expert ICAAP & Stress Testing Credit Risk

BAWAG Group is the listed holding company of BAWAG P.S.K., which is one of the largest banks in Austria with 2.3 million customers. As a dynamic employer, we promote talent and drive technological innovations quickly. Flat hierarchies, a flexible working environment and equal opportunities for our employees are particularly important to us.


  • Cooperation on the economic and normative perspective calculation for Credit Risk in the ICAAP Credit risk engine
  • Preparation of the reports related to ICAAP & Stress Test for BAWAG Group and subsidiaries
  • Support in the in-house development of ICAAP & Stress Test solutions in SAS with focus on credit risk
  • Alignment and documentation IT infrastructure, data interfaces and flows


  • 1-2 years' experience in ICAAP and/or Stress testing in Credit Risk
  • University degree in Economics and / or Quantitative studies
  • Data processing and analytical skills with proficiency in SQL, experience with SAS is advantageous
  • Excellent written and spoken English
  • Knowledge of banking processes and products as well as of regulatory requirements (CRR / CRD IV)


  • Prime office locations with an open and nurturing corporate culture
  • Active participation in the transformation of an agile and digital company
  • Flexible worktime models, vast career opportunities, training and development, various attractive social benefits

We guarantee a competitive salary dependent on your professional and personal qualifications, starting at EUR 36.137,67 gross per year for this position, in accordance with the respective collective agreement. Salary requests above this amount will be considered depending on your previous experience and qualifications.


Your contact person: Martina Simek

  • We value people.

Equal opportunities are important to us - regardless of age, gender, sexual orientation, physical disabilities, religion and origin.

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Business and Financial Operations




Wiedner Gürtel 11
1100 Wien

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