Financial Risk Modeler and Data Analyst (f/m/d)

The unit is responsible for measuring both the risk of Counterparty Risk as well as Market Risk. The Financial Risk models Team is performing its duties in close co-operation with Liquidity, Market & Banking Book Risk, Markets/Treasury, CFO, and Holding functions. We are responsible for maintenance, development, and backtesting of models applied in the Financial Risk area with direct reporting line to the local Financial Risk Committee. We have also a strong focus on solving complex topics dealing with banking and treasury products across the bank. The team is also responsible for an efficient and automized data preparation pipeline that feeds into behavioral models. Furthermore, the team is driving the bank-wide IT architectural automatization and digitalization to enhance the way treasury products can be processed in a most efficient and convenient way by our clients.

- Development, maintenance and backtesting of advanced statistical models
- Functional support for applications in the Financial Risk area
- Impact and scenario analysis regarding model changes, external market trends, and bank internal initiatives
- Automatization of risk processes and data analysis leveraging on next generation technologies, i.e. Generative AI, Power Bi or Power Automate
- Engage in and drive digital transformation projects for risk-related applications
- Ensure proper representation of complex treasury products in the Market and Counterparty Credit Risk evaluation
- Implement data-driven risk monitoring/analysis leveraging on advanced methods and technologies

- Strong technical skills, i.e. excellent in R and/or Python
- Profound knowledge of data bases (SQL) and data related processes
- Dedication to work with next generation technologies (Generative AI) and tools (Power Bi, Power Automation)
- Knowledge of bank products is an advantage
- Dedication, commitment and flexibility
- Ability to work under pressure
- Readiness to work in teams
- Willingness to take personal responsibility and work accordingly
- Open minded and committed to develop further both professionally as well as personally
- Communication skills
- Fluent in German and English

To make you feel comfortable with us, we offer you a range of benefits:
- Company laptop and company mobile phone
- Flexibility in terms of time
- Restaurant or food voucher card
- Social allowances
- Public transport ticket
- Job bike
- Kindergarten Sonneninsel at the Austria Campus
- Sports, wellness and leisure activities at the UniCredit Center (Am Kaiserwasser)
- Holistic health management
- Social fund for particularly challenging life situations
- Employee discounts
- Group supplementary insurance
We will agree on what you can actually earn with us in the interview! At least EUR 56.000,-- gross according to the collective agreement for 38.5 hours per week. As an employer, we offer equal opportunities. Together, we create a work environment that embraces diverse thinking and inclusive action. By making all voices heard and embracing "diversity of thought" regardless of gender, age, ethnicity, sexual orientation, physical and mental ability, or cultural background, we ensure sustainable growth and new business opportunities, a strong drive for innovation and creativity, and an overall improvement in the working environment with a positive impact on the productivity, well-being and engagement of our employees: inside. #WhenYOUbecomeUS

UniCredit is a pan-European leading commercial bank providing best-in-class solutions and services across Italy, Germany, Austria, and Central and Eastern Europe. Our Vision is to be the Bank for Europe's Future. Our Purpose is to Empower Communities to Progress, delivering the best-in-class products and services for all stakeholders, unleashing the potential of our people and our clients across Europe. We serve over 20 million clients, supported by three Group product factories — Corporate, Individual and Payment Solutions — that ensure best-in-class expertise and scalable solutions across all markets. Our integrated model combines local proximity, deep client understanding and Group-wide capabilities, enabling seamless service and outstanding client experience. Digitalisation, operational excellence and a strong commitment to ESG principles underpin our journey, helping us deliver sustainable long-term value for clients, communities, employees and shareholders. Our shared Culture unites our people across all countries, empowering teamwork, driven execution and ambition through Ownership, Integrity and Caring.