Senior Quantitative Analyst – Strategic Risk Management

We’re seeking a Senior Quantitative Analyst Risk Management, based in our Vienna office. In this role, you will be responsible for Quantitative Risk Modeling with special focus on credit risk modeling as well as technical realisation of models in R and R-Shiny. You will own, maintain and develop the Risk Management data warehouse, which consists of all client, transaction and exposure related data relevant for internal and external risk analyses. Sound interesting? Here are some specifics:

  • Senior analyst level Quantitative Risk Modeling
  • Development, implementation and maintenance of models for risk quantification, as well as model calibration, back-testing, and model monitoring
  • Support and management of the definition and implementation of the target risk architecture for the bank-wide risk management
  • Management, maintenance, further development and support of the Internal Rating Model for Corporates and SMEs (global framework) as well as related databases (e.g. default database)
  • Market risk monitoring, with main focus on mark-to-model valuation and value-at-risk modeling of Foreign Exchange derivatives as well as related regulatory requirements
  • Supervision and extension of the current Liquidity risk framework
  • Support of the risk governance, including active support and contribution to documentation and process description in the risk management department

What you will need to succeed:

  • Previous experience of delivering a Quantitative Analyst role in a Financial Services Strategic Risk department
  • Firm knowledge of qualitative and quantitative methods with focus on credit risk, market risk and liquidity risk
  • Substantive knowledge of applicable risk management regulation within the banking/financial services industry, and knowledge of the latest regulations, concepts and best practices.
  • Knowledge of Oracle and SQL Databases
  • Very good command of spoken and written English

 What will make you stand out:

  • Experience with R-programming and R-shiny (or similar)
  • Experience of working within a complex global matrix organisation
  • Ability to communicate with all levels of people within and outside the business with a high level of professionalism.

 What’s in it for you?

  • Competitive global pay and corporate benefits
  • Unparalleled experience, working for a market leader in FX payment solutions
  • Diverse, global team with colleagues in over 50 countries

What it’s like here:The Payments Business Unit of Western Union is one of the world’s leading providers of international business payments and foreign exchange. With access to over 130 currencies, we enable companies of all sizes as they move money across borders via a financial network that spans over 200 countries and territories. We’re disrupting fintech with our groundbreaking digital B2B platform, WU EDGE, which helps companies spend less time handling international payments and worrying about foreign exchange exposure, and more time growing their businesses. And we’re just getting started! Being on the Western Union team means being tenacious and goal-oriented. It means taking risks and quickly finding the path to success. It means having integrity, and finding ways to make things work. It means thriving as part of a diverse, global team of over 10,000 people who are committed to moving money for better. It means being driven to win, and to do work that makes a difference… on a global stage. Sound like you? Apply now!( )

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