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.
The position is within the department Risk Methods and Analytics (RMA), here especially in customer credit risk analytics, which is part of the division Risk Controlling. The core competences of the customer credit risk analytics stream are designing, estimating and maintaining of credit risk models.
In order to strengthen our team we are looking for a person with a very strong quantitative background in credit risk methods able to fulfill the following tasks. What you can expect:
What you bring to the table:
- Develop group-wide non-retail rating models
- Model and estimate risk parameters (non-retail) used for pricing, Risk Weighted Asset (RWA) calculation and portfolio steering, e.g. Probability of Default, Loss Given Default and Credit Conversion Factor
- Develop and maintain IFRS 9 models and parameters
- Handle data from relevant systems like e.g. the Rating Database, the Default Database, the RWA system etc.
- Execute independently development projects including communication with internal and external parties in agreement with the head of unit
What we offer:
- Quantitative and/or finance background (mathematics, statistics or economics with a quantitative emphasis on banking and finance)
- Advanced academic degree desirable (MSc, PhD, Dr.)
- Minimum of 5 years’ experience in a quantitative role in credit risk
- Knowledge and experience in the fields of rating model development, statistical model building, quantitative finance, Basel II/III
- Exceptional numerical and data handling skills, e.g. R, SQL, Python, Excel
- Excellent command of English
- Strong analytical and problem solving skills paired with the ability of strategic thinking and decision-making
- Ability to communicate to a non-technical audience including negotiation with internal and external parties (model users, business, internal audit, regulators)
- Team player, high task commitment, independent working style
- 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 EUR 60.000,- gross p.a. incl. 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.