Quantitative Modeler- Portfolio Credit Risk Analytics (f/m/x)

Join our Group Risk Controlling division as a Quantitative Modeler 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:

• Collaborate in a supportive team to develop and improve credit risk models for IFRS9 impairments, stress testing, and economic capital, with a focus on interpretability and regulatory compliance.
• Build reproducible Python code and end-to-end workflows covering data ingestion, model estimation, validation and reporting, working closely with data engineers and production teams to ensure reliable model deployment. 
• Validate, backtest, calibrate, and prepare model risk documentation, clearly explaining results to supervisors, auditors, and business stakeholders—including those without a technical background.
• Stay engaged with advances in methodology and regulatory expectations relevant to credit risk, with opportunities for ongoing learning and professional growth.

Your core competencies:

• Advanced degree in statistics, economics, mathematics, or a related quantitative field, or equivalent practical experience.
• Experience with regression modeling, including linear and nonlinear models, mixed‑effects (random effects) models, and Bayesian approaches; practical experience preparing data, fitting models, interpreting results, and diagnosing model issues.
• Preferred: experience with Python and libraries such as polars, numpy, scipy, statsmodels, and scikit‑learn.
• Demonstrated analytical reasoning and clear written and verbal communication; experience explaining statistical concepts to both technical and non‑technical stakeholders.
• Openness to learning new methods, tools, and platforms; ability to adapt to evolving technologies and incorporate feedback.

Nice to have:

• Experience in credit risk modelling (IFRS9, PD/LGD/EAD), stress testing or related banking analytics.

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. 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.

Your contact: Alice Sulzer Talent Acquisition Team