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Quant Developer - Portfolio Credit Risk Analytics (f/m/x)

Your mission at RBI

Developing and implementing credit risk models for IFRS9 impairments, stress testing, and economic capital calculation, ensuring compliance with regulatory standards and enhancing risk management capabilities.
Collaborating with a dynamic scrum team with diverse expertise, including risk management, data analytics, financial modeling, econometrics, and particularly software development and IT operations (DevOps).
Implementing and refining models and algorithms using languages such as Python and C++, with a focus on integration into production systems through robust DevOps practices.
Engaging with various stakeholders, including model end-users, banking supervisors, auditors, business units, IT, and senior management, to discuss and explain technical methodologies and results.
Keeping abreast of the latest advancements in regulatory frameworks, modeling techniques, coding practices, and DevOps methodologies.

Your core competencies

University degree in informatics, mathematics, statistics, econometrics, or a related quantitative field in business/economics (Master, Phd).
Programming skills in Python, with a willingness to expand your skill set in response to project needs.
Relevant work experience in quantitative finance with a strong focus on IT, credit risk, or a direct background in DevOps is highly appreciated.
Experience with DevOps tools and practices, including continuous integration/continuous deployment (CI/CD), containerization, and infrastructure as code is a plus.
The ability to distill complex technical concepts into understandable language for a variety of audiences.
A self-starter attitude, with a commitment to delivering results, adaptability to change, and excellent communication skills.

What's in it for you

Work Life Balance: flexible working hours (no core time) & extensive hybrid working possibilities, 30 days / year remote work from any EU-country outside Austria
Meaningful Career Options: to develop personally & professionally
Learning: as part of our DNA & culture
Easy Moving: work permit support
Easy Commuting: free public transport pass
Canteen: healthy, tasty, and heavily subsidized
Leisure time activities: attractive sports and cultural offers (free museum tickets, reduced gym membership, etc.)
Saving: with vouchers / discounts from our staffs' council (eg. for supermarkets)
Free: Salary account and credit card (optional)
Family Friendly: family allowances, gender-neutral parental leave, bilingual company kindergarten, child care during holidays etc.
Salary: starting at EUR 50.800,- gross p.a. excluding overtime (market-compliant overpayment is provided dep. on experience / qualification)

For questions regarding our application process, please feel free to take a look on our website or check out our FAQ.

Your contact:

Kwai Ching YU
Talent Acquisition Team

At Raiffeisen Bank International, we are pleased to have more than 17 million customers in Austria and 12 other CEE countries – what got us here, are our talented people. From the moment you join RBI, you will notice our commitment to creating a working environment where everyone can thrive. We are proud to offer everyone equal chances, irrespective of age, skin color, religious belief, gender, sexual orientation, or origin. Diversity and inclusion are essential components of our vision and mission and are reflected in our values: collaboration, proactivity, learning and responsibility. Our shared mission is to provide a superior customer experience by tackling new issues such as digitalization and changing needs.

Your benefits at one sight:

Join a team that values your well-being and professional development, offering a variety of benefits to support your success.
To learn more about the benefits, hover over the icon.

We offer public transport benefits for commuters within and outside of Vienna – for instance, we sponsor the Wiener Linien annual ticket.

Our staff restaurants offers a wide variety of meal options with a strong focus on healthy and organic food, vegetarian and vegan options included. And the prices are heavily subsidized.

Benefit from numerous subsidies and discounts for cultural events and in the sports sector, e.g. subsidies for concert tickets or fitness centers

As an integral component of our company's DNA, we provide internal learning and growth opportunities, allowing for advancement within our organization.

We offer flexible working hours without a core time requirement, as well as extensive hybrid work options. Additionally, employees are entitled to 30 days per year of remote work from any EU country outside Austria.

Recognizing the significance of family to our employees, we provide family allowances, gender-neutral parental leave, a bilingual company kindergarten, and childcare during holidays.

Apply now »