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 13 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.

Head of Risk Methods and Analytics (f/m/d)

Applications are welcome until May 10th, 2019!

The core competence of Risk Analytics is the design and application of statistical and mathematical models used in the analysis of credit risk in Pillar I, Pillar II and IFRS 9. The head of Risk Analytics manages and coordinates two teams, lead the analytical work of the unit and handle communication with a multitude of stake holders, e.g. group-wide supervisory authorities, validation, group-wide internal and external auditors and senior management up to board level.

What you can expect:
  • Development and maintenance of group-wide non-retail rating models
  • Estimation of all relevant risk parameters (PD, LGD, CCF)
  • Development and maintenance of models used for IRFS 9 impairment stage 1 and 2 non-retail (PD, LGD, CCF, macroeconomic overlay models)
  • Supervisory communication about model development specifically in the course of IRB examinations
  • Supporting Raiffeisenlandesbanks which participate in RBI’s non-retail model pool
  • Development of economic capital models for credit risk and operational risk
  • Calculation of Standard Risk Cost Charges and Economic Capital Charges for Pricing and Performance Measurement
  • Development of macroeconomic models used for non-retail credit risk stress testing and IFRS 9 impairment calculations
  • Development of integrated stress testing model
  • Coaching, development and recruitment of talented staff in cooperation with HR

What you bring to the table:
  • Quantitative skill-set for credit risk model development
  • Recent hands on experience with Data Science technologies combined with good scripting skills
  • Regulatory Know-how concerning IRB models and applications
  • Deep understanding of banking and risk management
  • Open minded for new way of work and agile organizational setups
  • Comprehensive management experience and strong leadership skills
  • Drive for change and delivery
  • Cost awareness
  • Very good command of English

What we offer:
  • 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 gross p.a. € 101.300,00 including 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.
We are looking forward to receiving your online application!
https://jobs.rbinternational.com