Retail Model and Methodology Developer (f/m/x)

Online seit 25 Tagen
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.

Retail Model and Methodology Developer (f/m/x)

The Retail Risk Analytics and Methodology (RRAM) Department is looking for a motivated Retail Model and Methodology Developer to support the activities of the department, with special focus on IFRS9 related topics.
The RRAM Department is part of the Group Risk Controlling Division of RBI and is responsible for the development and implementation of various retail risk methodologies throughout the RBI Group, including retail credit risk model development concept papers, guidelines, and templates. The department also develops retail credit risk models for Pillar 1, Pillar 2 and IFRS9 purposes for certain affiliated companies of RBI Group. If you like using your analytical and programming skills in a challenging environment together with a great international team, come and join us!

What you can expect:

  • Contributing to the development and implementation of retail credit risk models for CRR (Pillar 1and Pillar 2) and especially IFRS 9
  • Developing and prototyping of new modelling methodologies in close cooperation with other teams within the RRAM Department and the Validation Department (with the special focus on the IFRS 9 framework and its’ interdependency with Pillar 1 and Pillar 2 methodologies)
  • Optimizing and refactoring the existing modelling code base
  • Supporting RBI network units in implementing the methodologies and making use of the provided modelling codebase
  • Getting involved in discussion with Group auditors and regulatory authorities (ECB, OeNB, JST, NCAs) demonstrating compliance with the regulatory framework
  • Reporting and presenting to RBI Group Risk Committee the outcome of the model/methodology developments for the retail rating systems in RBI Head Office
  • Supporting strategic projects and activities in the RRAM Department and RBI Group

What you bring to the table:
  • University degree in Mathematics, Statistics, Econometrics or Economic sciences with strong quantitative focus
  • Professional experience in risk management (IFRS9 model development or validation) of a bank, financial institution or consultancy company is a plus
  • Excellent analytical and quantitative problem-solving skills
  • Strong knowledge and practical experience with R, Python, or other statistical software; knowledge of SQL is an advantage
  • Ability to effectively collaborate with colleagues within the team and the network units in delivering high quality results
  • Very good communication of complex ideas, negotiation, and presentation skills in a multinational environment
  • Excellent command of English – both verbally and in writing, knowledge of German language is a plus

What we offer:
  • Join our dynamic and motivated team in one of the leading banking groups in Austria and Central and Eastern Europe
  • EUR 46.500, - annual gross salary excl. overtime – additional payment according to skills and experience
  • Work in an agile, multi-cultural and international environment
  • Work-Life balance due to variable working hours
  • Access to State-of-the-art learning and development opportunities and strong knowledge share community

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.
We are looking forward to receiving your online application!