Senior Risk Analyst

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Employer: Qualysoft
  • Insurances - Financial Intermediaries
  • Banks - Financial Institutions
  • Job type: full-time
    Job level: peste 5 years of experience
  • Updated at: 17.08.2017
    Short company description

    The Qualysoft Group was founded in Vienna in 1999. As an independent IT consultancy and service company, it supports its international customers by providing tailored IT solutions that are both flexible and innovative. Its main focus is on providers of financial and energy services, industrial firms, media/telecommunications companies, and institutions from the public sector.


    - 5+ years experience working as a data scientist in the credit risk management department of a Bank / IFN or a consulting company (industry expertise in banking / IFN)
    - Advance Degree in Economics, Statistics, Mathematics, or Decision Sciences
    - Advance knowledge with one or more of the following statistical packages R, Python, Matlab, SAS
    - Advance database programming knowledge of SQL, PL/SQL
    - Excellent verbal and written communication skills (including in English)


    1. Take an end-to-end ownership based approach in solving business objectives using data analytics

    - Work with a hypothesis based methodology of identifying problems and working towards its solution
    - Proactively work towards improving existing data models, as well as introducing new models based on industry best practices
    - Identify key data sources and obtain access/feeds/files necessary to perform data analytics
    - Use data mining techniques to prepare the data for analysis
    - Apply statistical techniques to measure results and show key trends, identify causal impact and attribution, analyze experiments, and model and predict future performance of loan portfolio
    - Present key findings for the management team

    2. Some of the models that the candidate could be working on, include:

    - Continuous improvement of existing credit scoring model and development of new credit scoring models
    - Stress testing of credit risk using sensitivity and scenario analysis
    - Risk based pricing models
    - Develop models for Loss Given Default (LGD) and Exposure at Default (EAD)

    3. Periodic monitoring of existing financial KPIs and putting in place new KPIs related to the performance of the loan portfolio.

    Other info

    We offer you:

    Great location
    International projects
    Professional growth, state of the art projects
    Smart, joyful team environment
    We care about your work/life balance
    Career plan
    Performance evaluation
    Hands-on trainings
    Premium Medical insurance
    Lunch tickets