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ERErste Group

Model Validation Scientist(m/w/x)

Wien
from 49,772.8 / year
Full-timeWith Home OfficeExperienced
AI/ML
Data Science

Independent model validation for credit risk (IRB, IFRS 9, Pillar 2) at a 200-year-old Central European banking group. Minimum 3 years of model validation or development experience required. Work from home and office flexibility.

Requirements

  • Minimum 3 years experience in model validation or development
  • Master’s degree in mathematics, statistics, econometrics, finance or related quantitative field
  • Strong understanding of model development and validation frameworks and regulations
  • Strong analytical skills and ability to interpret results critically and communicate findings
  • Strong programming skills in Python

Tasks

  • Contribute to group-wide validation methodology and standards
  • Focus on credit risk (IRB, IFRS 9, Pillar 2)
  • Implement validation methodologies in analytical environment
  • Continuously improve validation methodology and architecture
  • Conduct independent model validation
  • Provide feedback for model improvement
  • Ensure decision-making based on sound, quantitative evidence

Work Experience

  • 3 years

Education

  • Master's degree

Languages

  • EnglishBusiness Fluent

Tools & Technologies

  • Python
  • DataBricks

Benefits

Flexible Working

  • Work from home and office flexibility

Informal Culture

  • Diversity and equal opportunities employer
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