STELLE NICHT MEHR VAKANT - BITTE NICHT MEHR BEWERBEN!!!
Are you open to new ideas, do you value creative freedom and live for cultural diversity? Do you desire mutual trust and responsibility? Would you like to work in a bank that has grown over 125 years and is active as a leading commercial and investment bank in Austria and Central and Eastern Europe (CEE)? Then you’ve found just the right place at Raiffeisen Bank International (RBI).
Quantitative Analyst – Economic Capital Methods (f/m)
The core competence of the ECM team is the design and application of statistical and mathematical models used to assess economic capital for credit risk and operational risk. The models developed by the ECM team provide relevant input for the steering of the RBI group: e.g. economic capital requirement (ICAAP), capital allocation, risk pricing.
We are looking for an ambitious quant with excellent academic background and sound business acumen, which can be able to become fully operative within the team in short period of time. The ideal candidate has already had several years of relevant experience; however exceptionally strong junior candidates can also be taken into consideration. Initially the main activity of the candidate will be the improvement and further development the credit portfolio model. According to business needs projects related to stress testing and operational risk will follow.
- Development, calibration, validation and documentation of economic capital models for credit risk
- Knowledge of relevant internal and external databases and proficiency in manipulating data
- Training and consulting of model end users
- Calculation of Standard Risk Cost Charges and Economic Capital Charges for Pricing and Performance Measurement
- Maintaining state of the art knowledge on relevant regulatory and modelling issues
- University degree in Business Administration/Economics and relevant qualifications (ideally PhD) in a quantitative discipline or University degree in a quantitative discipline/IT.
- At least 2 years of work experience in quantitative finance, ideally with a credit risk focus
- Excellent programming skills in Matlab and/or R and readiness to learn further. Know-how in SAS, SQL and low level programming languages appreciated
- Experience with analysing and manipulating large datasets, model development for quantitative finance, application of statistical techniques to real life problems and Monte Carlo simulations
- Knowledge regarding Basel II / Basel III is highly appreciated
- Talent to communicate complex matters in an understandable manner
- Fluent English language skills and German skills are a plus
- 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-Life balance due to variable working hours
- State of the art learning and development opportunities
We are looking forward to receiving your online application!
Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.