Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM


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 youíve found just the right place at Raiffeisen Bank International (RBI).

Senior/Expert Quantitative Credit Risk Analyst (f/m)

The position is within the team Rating Model Development (RMD) which is part of the division Risk Controlling. The core competences of RMD are designing and estimating 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.

Your tasks:

  • 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

Your qualifications:

  • 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 yearsí 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. Excel, VBA, SAS, R, SQL
  • 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

Your benefits:

  • Join our dynamic and motivated team in one of the leading banking groups in Austria and Central and Eastern Europe
  • EUR 60.000,- annual gross salary incl. overtime - additional payment according to skills and experience
  • Work-Life balance due to variable working hours
  • State of the art learning and development opportunities

Raiffeisen Bank International AG
Am Stadtpark 9
1030 Wien, Austria
Phone: +43-1-71 707-8100

We are looking forward to receiving your online application!

Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.