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Consultant / Senior Consultant Credit Risk Modeler - Enterprise Risk Management (Vienna)
TU Career Center GmbH, Vienna, Wien
Consultant / Senior Consultant Credit Risk Modeller – Enterprise Risk Management (Vienna) Prometeia is a global firm of quantitative experts and software engineers, dedicated to applying financial modelling, economic research, and data science to solve complex business and regulatory challenges. As a leading provider of Risk Management solutions in the EMEA market, Prometeia is looking to strengthen its International Delivery Team for Vienna, by hiring Credit Risk Consultants.The successful candidate will collaborate with a specialized team of business consultants and risk advisors, operating within different projects in the field of Credit Risk Models. His / her main responsibility will include: Development and/or validation of Credit Risk solutions in accordance with the regulatory requirements set by national and European authorities; Development of Credit Risk models for the governance and optimization of internal processes, such as monitoring, underwriting, pricing risk adjusted, credit strategies; Development of innovative solutions in the field of Artificial Intelligence / Machine Learning applied to Credit Risk modelling for regulatory as well as managerial uses; Support in the management of specific project streams in the quantitative Credit Risk modelling space; Contribution to the growth of Prometeia s Austrian Branch; The candidates will also have the possibility to be involved in pioneering projects in the field of Climate & Environmental Risk, as well as Data Science applications (Machine Learning, Neural Networks and Large Language Models).The ideal candidate has developed up to 5 years (including internships) of experience in the banking sector or consultancy firms, preferably in Credit Risk. On top of that, he / she should have the following background: Completed university degree in statistics, mathematics, economics, or other fields, which involves quantitative analytics skills; Knowledge of data analysis and data manipulation with DB programming languages (i.e., SAS, R, Python, SQL); Excellent Microsoft Office skills e.g., Excel, Word, and PowerPoint; Candidates with first experience of delivering Credit Risk and Regulatory Compliance projects will be preferred; SOFT SKILLS: Strong communication skills in a multi-national and multi-discipline environment; Fluency in English and German is mandatory (at least C1); Language skills in Italian are considered a strong plus but not a must; Willingness to travel; Prometeia is seeking talented individuals to join our team, where we prioritize recognizing expertise and dedication with a competitive salary package. The collective labour agreement is the one for employees in information and consulting. The actual salary will be negotiated during the interview process. The office is located directly at Vienna's main train station in the ICON tower. This central location provides easy access to public transportation and other amenities. Remote work up to 50% of the time is also possible. In addition to a competitive salary and benefits package, the company offers a variety of fringe benefits, such as: meal allowances of 8€ per day, KlimaTicket (a public transportation pass that allows unlimited travel in Austria) and many more. Our company promotes and respects equal opportunities (L 903/77). Prometeia is committed to employing a diverse workforce. Qualified applicants will receive consideration without regard to race, colour, religion, sex, national origin, age, sexual orientation, gender identity, gender expression, veteran status, or disability. We provide an average of 11 days of training per year to our people, in person and online. Particular attention is paid to younger colleagues, who are the protagonists of dedicated growth programs, and to the continuous sharing and internal transfer of know-how and skills. On-the-job training is also important, through immediate and direct confrontation with the market. We responsibly take an active role towards the environment, the territories, and the communities in which we operate. Our Headquarter in Bologna has obtained the Leed Gold Certification, one of the highest awards that recognizes the performance of the building in terms of energy and water savings, reduction of CO2 emissions, improvement of the ecological quality of the interior, materials and resources used. In the Sustainability Report we report the results achieved within the 17 Sustainable Development Goals (SDGs) of the 2030 Agenda that, drafted by the United Nations in 2016, we have been supporting since 2020.