Quant Developer – Risk Methods and Analytics (f/m/x)

Job title: Quant Developer – Risk Methods and Analytics (f/m/x)

Company: Raiffeisen

Location: Wien

Job Description: Quant Developer –
Risk Methods and Analytics (f/m/x)
(38.5h / week)
possibleYour role at RBI

  • Development, calibration and documentation of several state-of-the-art models in the area of customer credit risk assessment (rating models), IFRS9 impairments and loan pricing
  • Working imbedded in a strong scrum team covering a range of skills from risk management, data understanding, financial modelling and econometrics to software development
  • Usage of open source languages such as R and Python to implement models and algorithms in productive applications
  • Training and consulting of model end users
  • Communication with different stakeholders such as model end users, banking supervisors and auditors, business, IT and senior management about methods and results
  • Maintenance state-of-the-art knowledge on relevant topics, such as the regulatory frameworks, modelling, machine learning, coding

Your core competencies

  • University degree in mathematics, informatics, statistics, econometrics or business/economics with strong quantitative focus (Master, PhD)
  • Work experience in quantitative finance, ideally with a focus on credit/market risk or IT is highly appreciated
  • Excellent programming skills in R or Python and readiness to learn more
  • Know-how in e.g. SQL, low level programming languages and general IT affinity is highly appreciated
  • Ability to communicate complex matters in an understandable manner
  • You are self-motivated, focused, result-oriented, resilient and communicative

What’s in it for you

  • Work Life Balance: flexible working hours (no core time) & extensive hybrid working possibilities, 30 days / year remote work from any EU-country outside Austria
  • Meaningful Career Options: to develop personally & professionally
  • Learning: as part of our DNA & culture
  • Easy Moving: work permit support
  • Easy Commuting: free public transport pass
  • Canteen: healthy, tasty, and heavily subsidized
  • Leisure time activities: attractive sports and cultural offers (free museum tickets, reduced gym membership, etc.)
  • Saving: with vouchers / discounts from our staffs‘ council (eg. for supermarkets)
  • Free: Salary account and credit card (optional)
  • Family Friendly: family allowances, gender-neutral parental leave, bilingual company kindergarten, child care during holidays etc.
  • Salary: starting at EUR 50.800,- gross p.a. excluding overtime (market-compliant overpayment is provided dep. on experience / qualification)

At Raiffeisen Bank International, we are pleased to have more than 17 million customers in Austria and 12 other CEE countries – what got us here, are our talented people. From the moment you join RBI, you will notice our commitment to creating a working environment where everyone can thrive. Diversity and inclusion are essential components of our vision and mission and are reflected in our values: collaboration, proactivity, learning and responsibility. Our shared mission is to provide a superior customer experience by tackling new issues such as digitalization and changing needs.For questions regarding our application process, please feel free to take a look on our website or check out our FAQ.Follow us on our RBI Account on LinkedIn!

Salary: €50800 per year

Application:apply for this job.

Curriculum vitae in the database!