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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)

 

 

Bei Fragen bezüglich unseres Bewerbungsprozesses, wirf gerne einen Blick auf unsere Website oder unsere FAQ.

 

Ihr Kontakt:

Kwai Ching YU
Talent Acquisition Team

 Foto Christina Stolz

 

 

Als Raiffeisen Bank International zählen wir über 17 Millionen Kund:innen in Österreich und 12 weiteren Ländern in Zentral- und Osteuropa. Diesen Erfolg haben wir unseren talentierten Mitarbeiter:innen zu verdanken. Wir sind stets bemüht ein Arbeitsfeld zu schaffen, in dem sich jede:r entfalten kann und stolz darauf, allen die gleichen Chancen zu bieten, unabhängig von Alter, Hautfarbe, Religion, Geschlecht, sexueller Orientierung oder Herkunft. Diversität und Inklusion sind wesentliche Bestandteile unserer Vision und Mission und spiegeln sich in unseren Werten wider: Zusammenarbeit, Proaktivität, Lernen und Verantwortung. Unser gemeinsames Ziel ist es, ein hervorragendes Kundenerlebnis zu bieten.

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