International business requires an international corporate philosophy. Are you open to new ideas and do you value cultural diversity? At Raiffeisen Bank International, we are pleased to have more than 16 million customers in 14 CEE countries. And our journey continues – with exciting new issues for us to tackle such as digitalisation and changing customer needs. Join us on our journey.
The position is within the team ‘Model Validation’ which is part of the division ‘Group Risk Controlling’. The core competences of the validation team are the initial and regular validation of (credit) risk models for the purpose of Pillar I as well as for the purpose of IFRS 9.
In order to strengthen our team, we are looking for a person with a strong quantitative background in credit risk or IFRS 9.
What you can expect:
What you bring to the table:
- Design and implementation of validation concepts and processes (Pillar I and IFRS 9)
- Regular validation of all group-wide non-retail rating models
- Regular validation of all group-wide non-retail IFRS 9 models
- Performing initial validations before models are implemented (Pillar I and IFRS 9)
- Accountability for quarterly monitoring of model performance (Pillar I and IFRS 9)
- Extracting, transforming and processing of data from relevant sources (Oracle DB, SAS tables, Excels, CSVs).
- Communication of validation results to all stakeholders (e.g. development team, senior management, and regulators)
What we offer:
- Data analyst or Data scientist preferred; focus on predictive modelling and simulations;
- Exceptional numerical and data handling skills, e.g. R or Python, SQL, SAS knowledge is appreciated, collaboration tools - Git, Jira
- Quantitative and/or finance background (mathematics, statistics or data science) ; knowledge and experience in the fields of rating model development, statistical forecast model building, survival analysis, capital requirement regulation
- Practical, problem-solving attitude required, team player, high task commitment, independent working style, fluency in English
- Advanced academic degree desirable (Senior only)
- You’ll work in an international team at a leading bank
- You’ll benefit from flexible working arrangements and determine your own work-life balance
- You’ll benefit from the very latest in tailored professional development
- You’ll earn an appropriate salary starting at EUR 38.000 gross p.a. excluding overtime
RBI AG is committed to creating a diverse environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to age, ethnicity, race or color, national origin, religion, political or other opinion, gender, sexual orientation or disability.