Junior Quantitative Credit Risk Analyst

The position is within the department Risk Methods and Analytics (RMA) and uses statistical and mathematical methods to develop predictive models used primarily in credit risk management within the Basel & IFRS 9 framework. Team members have diverse backgrounds ranging from mathematics and statistics to business with a strong quantitative focus. The core competences of the customer credit risk analytics stream are designing, estimating, and maintaining of credit risk models.

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#full-time / part-time
(38.5h / week)

#viennaoffice
(1030)

#homeoffice
possible

Your 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
• Work experience in quantitative finance, ideally with a credit/market risk or IT focus 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 : f lexible working hours & extensive hybrid working possibilities
• 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, part-time work etc.
• Salary : starting at EUR 38.500,- 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 . If you have any other questions, feel free to contact XX (optional) OR Please address your application letter to XX (optional).

Follow us on our RBI Account on LinkedIn !

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