My Clients who are a large international Bank in Vienna are currently looking for a Credit Risk RWA Expert. In this role you will be responsible for the processes and RWA calculation for credit portfolio, with specific focus on the New EU securitization framework.
As Credit Risk RWA Expert you will:
*Support in the business and functional requirements specifications concerning data model, calculation and configuration rules for the enhancement of the Group-wide Credit Risk RWA Platform.
*Analysis and impact assessment regarding Basel regulation and according interpretation with regard to the Bank's scope, both for Standardized Approach and IRB Approach.
*Support in the business and functional requirements specifications concerning data model, calculation and configuration rules for the enhancement of: Asset segmentation, CRM optimization, EAD calculation, RWA calculation, CVA calculation, Counterparty risk, Consolidation logic/tree.
*Create system configuration according to the banks existing models. Perform system functional and user testing. Learn a state of the art Risk & Finance solution and prepare User Trainings.
*Additional implementation of CRR II, Basel 4, CRD V, IFRS9,... topics over the next years.

Ideally, you will have:
*4+ years experience in Banking Risk Management IT projects. Beneficial: Experience in RWA calculations, IFRS 9.
*Experience and/or knowledge in Business Analysis, Basic programming, Banking products, RWA calculations, CVA calculation.
*Excellent Excel skills. Basic SQL and Java and understanding of external data for RWA calculation purposes.