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. 

Bei Fragen bezüglich unseres Bewerbungsprozesses, wirf gerne einen Blick auf unsere Website oder unsere FAQ.   Ihr Kontakt: Kwai Ching YU Talent Acquisition Team