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

We are excited to announce an opportunity within the Rating Delivery Tribe of our Portfolio Credit Risk Analytics Team, part of the Group Risk Controlling division. The Portfolio Credit Risk Analytics team specializes in developing and implementing models for non-retail credit risk, including economic capital, IFRS9 impairments, macroeconomic models, and stress testing. To enhance our capabilities, we are seeking a candidate who can contribute to the following tasks.

Your mission at RBI:

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

Your core competencies:

A 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
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:

Flexible work week: Flexible hours, work-from-home options from Austria, and 30 days/year remote work from any EU country.
Global community: 75+ nationalities, English as the company language, and work permit support. Our teams thrive on collaboration and mutual respect.
Career growth: We believe in continuous learning and proactive career development. Take on challenging work that stretches your abilities, attend trainings, and use new technologies to make a lasting impact.
Stay healthy: Subsidized canteen, well-being programs, check-ups, and sport allowances.
Save money: Discounts, exclusive banking terms, and a free public transport pass.
Family support: Child allowances, gender-neutral parental leave, bilingual company kindergarten, and holiday childcare.
Competitive salary: Starting at EUR 50.800,-- gross p.a. excluding overtime, with market-compliant overpayment based on experience and qualifications. We are happy to discuss your actual salary in person.

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 »