Quantitative Developer - Credit Risk Methods (f/m/x)

Join our Group Risk Controlling division as a Quantitative Developer designing, validating and operationalizing interpretable non‑retail credit risk models covering IFRS9, stress‑testing and economic‑capital models that directly inform regulatory and strategic decisions.

Work in a collaborative, cross‑functional team and accelerate your career through regulatory exposure and continuous methodological learning.

 

Your mission at RBI:

 

  • Implementation of credit risk rating models, IFRS 9 risk parameter calculation and loan pricing, ensuring the latest coding and software development standards.
  • Collaborating within a dynamic scrum team of quants with diverse expertise, including risk management, data understanding, financial modeling, econometrics and software development.
  • Implementing and refining models and algorithms using languages such as R and Python, with a focus on integration into production systems through robust software development 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.

 

Your core competencies:

 

  • University degree in computer science, informatics, mathematics, statistics, econometrics, or a related quantitative field in business/economics (Master, PhD).  
  • Minimum of 3 years’ relevant work experience in software development or DevOps. Experience in quantitative finance or credit risk is appreciated.
  • Programming skills in R, Python and SQL, with a willingness to expand your skill set in response to project needs.
  • Experience with DevOps tools and practices, including continuous integration/continuous deployment (CI/CD), version control systems (Git), 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 we offer:

 

  • 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. Find out more about international applications here.   
  • 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 heavily subsidized public transport pass.
  • Family support: Child allowances, gender-neutral parental leave, bilingual company kindergarten, and holiday childcare.
  • Competitive salary: Starting at EUR 53.100, gross p.a. excluding overtime, with market-compliant overpayment based on experience and qualifications. We are happy to discuss your actual salary in person. 

 

 

If you have questions regarding our application process, feel free to check out our FAQ or our page for international applicants.

 

Your contact:

Alice Sulzer
Talent Acquisition Team

Foto Christina Stolz

 

 

 

Build a career where your work truly matters. At Raiffeisen Bank International, with more than 17 million customers across Austria and CEE, it’s our people who make the difference. From day one, you’ll take responsibility, grow beyond ladders and org charts, and help us deliver lasting value to our customers. We are dedicated to fostering diversity, inclusiveness, and equity — striving to create a culture where every voice is heard and every individual feels valued and respected.

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.

Don't just watch your future happen. 
Make it happen.