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.   

Quantitative Credit Risk Analyst (f/m/x)

The position is within the department Risk Methods and Analytics (RMA) and uses statistical and mathematical methods to develop predictive models used primarily in credit risk management within the Basel & IFRS 9 framework. Team members have diverse backgrounds ranging from mathematics and statistics to business with a strong quantitative focus. The core competences of the customer credit risk analytics stream are designing, estimating, and maintaining of credit risk models.

What you can expect:
  • Development, calibration and documentation of several state-of-the-art models in the area of customer credit risk assessment (rating models), IFRS9 impairments and loan pricing
  • Working imbedded in a strong scrum team covering a range of skills from risk management, data understanding, financial modelling and econometrics to software development
  • Usage of open source languages such as R and Python to implement models and algorithms in productive applications
  • Training and consulting of model end users
  • Communication with different stakeholders such as model end users, banking supervisors and auditors, business, IT and senior management about methods and results
  • Maintenance state of the art knowledge on relevant topics, such as the regulatory frameworks, modelling, machine learning, coding

What you bring to the table:
  • University degree in mathematics, informatics, statistics, econometrics or business/economics with strong quantitative focus (Master, PhD)  
  • At least 2 years working experience in quantitative finance, ideally with a credit/market risk or IT focus highly appreciated
  • Excellent programming skills in R or Python and readiness to learn more
  • Know-how in e.g. SQL, low level programming languages and general IT affinity is highly appreciated
  • Ability to communicate complex matters in an understandable manner
  • You are self-motivated, focused, result-oriented, resilient and communicative

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. € 46.500 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.
We are looking forward to receiving your online application!