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Clara Janssen is a seasoned professional in credit and risk management with extensive experience at BAWAG Group and BONUS Pensionskassen Aktiengesellschaft. Currently serving as a Senior Credit Risk Modeler at BAWAG Group since April 2020, Clara Janssen leads the development of Loss Given Default (LGD) and Credit Conversion Factor (CCF) models for the company's Internal Ratings-Based (IRB) portfolio. Previously, as a Risk Manager at BONUS Pensionskassen Aktiengesellschaft, key responsibilities included quantitative risk modeling and market risk steering, alongside establishing risk policies and conducting stress tests. Early career roles included positions as a Credit Risk Modeler at BAWAG Group and various internships, notably in risk management and compliance. Clara Janssen holds multiple degrees from the University of Vienna, including a Master of Science in Applied Economics and a Bachelor of Science in Statistics.