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.
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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 |
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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.
