International business requires an international corporate philosophy. Are you open to new ideas and do you value cultural diversity? At Raiffeisen Bank International, we are pleased to have more than 16 million customers in 13 CEE countries. And our journey continues – with exciting new issues for us to tackle such as digitalisation and changing customer needs. Join us on our journey.
Professional Credit Risk Controller - Credit Portfolio Calculations (f/m/d)
Credit Portfolio Calculations (CPC) is part of the RBI Group Risk Controlling Division and responsible for the central regulatory Non-Retail risk weighted assets (RWA) and economic capital calculation.
In this independent controlling function, the Non-Retail credit risk portfolio is calculated, monitored and reported. Corresponding RWA and economic capital reports are used by several stakeholders – from board members, strategic and operative risk management units to sales departments – to support business strategies and to analyze their risk profile.
What you can expect:
What you bring to the table:
- Calculation of Risk Weighted Assets (RWA), based on CRR as legal framework
- Working in an international environment, on the one hand in an international team on the other hand via responsibility as contact towards several Network Units
- Active participation in strategic projects in risk area concerning credit risk non-retail and retail portfolio with focus on introduction of new software landscape and modernization
- Central Stresstesting (Integrated, Regulatory as well as EBA Stresstesting) for Credit Risk and identification of areas for potential losses to the organization
- Credit risk RWA reporting for senior management of RBI Group
- Working with large data sets in SQL and Python, used for data analysis and reporting as well as automatization tasks
- Ad-hoc reporting concerning credit risk related request to external and internal stakeholders
What we offer:
- University degree with specialization in risk or finance with quantitative background or similar education with minimum 3 years of relevant experience in risk or financial area of a bank
- Know-how of risk software Moody’s Risk Authority and/or SAS or similar
- Broad understanding of CRR combined with interest and experience in implementing legal requirements in RWA Calculation engines like SAS, Moody’s Analytics Software or similar
- Numerical and data handling skills like Python or SQL is a benefit
- High communication skills and good team player as well as ability to work under pressure and flexibility
- You’ll work in an international team at a leading bank
- You’ll benefit from flexible working arrangements and determine your own work-life balance
- You’ll benefit from the very latest in tailored professional development
- You’ll earn an appropriate salary starting at gross p.a. EUR 46.500,- excluding overtime
RBI AG is committed to creating a diverse environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to age, ethnicity, race or color, national origin, religion, political or other opinion, gender, sexual orientation or disability.