Financial Risk Modeler and Data Analyst
UniCredit is a pan-European commercial bank serving individuals, businesses and institutions across Italy, Germany, Austria, and Central and Eastern Europe.
About UniCredit
UniCredit is a Milan-headquartered European banking group providing corporate, individual and payment solutions to more than 20 million clients. It currently maintains digital-asset capabilities including crypto-linked investment products, asset tokenisation, DLT settlement initiatives and an investment in BlockInvest.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will develop, maintain, and backtest advanced statistical models for counterparty and market risk. You will support financial-risk applications, assess model and market impacts, automate risk processes and data analysis, and help deliver digital transformation projects. You will also ensure complex treasury products are represented correctly in risk evaluation and implement data-driven risk monitoring.
Requirements
- Proficiency in R and/or Python
- Knowledge of databases, SQL, and data-related processes
- Knowledge of Generative AI, Power BI, and Power Automate
- German
- English
Responsibilities
- Develop, maintain, and backtest advanced statistical models
- Provide functional support for Financial Risk applications
- Analyze the impact of model changes, market trends, and internal initiatives
- Automate risk processes and data analysis using Generative AI, Power BI, and Power Automate
- Drive digital transformation projects for risk-related applications
- Ensure complex treasury products are represented correctly in market and counterparty credit-risk evaluation
- Implement data-driven risk monitoring and analysis
Benefits
- Company laptop and mobile phone
- Flexible working hours
- Restaurant or food voucher card
- Social allowances
- Public transport ticket
- Job bike
- Kindergarten at Austria Campus
- Sports, wellness, and leisure activities
- Health management
- Social fund
- Employee discounts
- Group supplementary insurance
