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.
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 validations (checking of performance) of (mainly credit) risk models for the purpose of Pillar I bank reserves calculations as well as for the purpose of IFRS 9 expected credit loss model. On-demand special types of models are checked too.
To strengthen our team, we are looking for a person with a strong quantitative background and applied skills in data analysis and model checking/building or applied experience in statistical modeling.
What you can expect:
What you bring to the table:
- You implement automation of data processing in R, SQL, Linux (bash) environment by developing the new software
- You extract, transform and process data to accomplish modelling and analysis objectives
- You maintain, design, and implement validation concepts and processes (credit models and expected credit loss models)
- You regularly check/ validate all group-wide non-retail credit rating models and propose improvements
- You regularly check/ validate all group-wide non-retail expected credit loss models and propose improvements
- You perform initial (first time) checks/ validations before models are deployed
- You provide on-demand results to all stakeholders (e.g. all network banks, 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, bash and collaboration tools - Git, Jira, command line routine use
- Quantitative and/or finance background (mathematics, statistics or data science); knowledge and experience in the fields of rating model development, statistical forecast model building and survival analysis is a big advantage
- Practical, problem-solving attitude required, team player, high task commitment, independent working style, fluency in English
- Ability to solve unstructured problems and handle larger datasets
- Advanced academic degree desirable (Professional 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 38.500 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.