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 you’ve found just the right place at Raiffeisen Bank International (RBI).

Senior Retail Risk Solutions Manager (w/m)

The Department "Retail Risk Solutions Management" is part of the RBI Retail Risk Division and drives the risk management toolset implementation and retail infrastructure roll-out in the RBI group. We are covering the whole retail credit risk life cycle on application underwriting, fraud risk management, analytics & portfolio management, customer relationship management and collection focus areas.

We are looking for a Senior Retail Risk Solutions Manager who is directly responsible for operating various modules within the Retail Credit Risk Solution. By processing account level data provided by the Network Banks (NWUs) and creating reports for all level hierarchies you are transferring data into information.

Your tasks:

  • Actively develop and create modules of the Retail Credit Risk Solution (RCRS) and drive standardized roll-outs covering all major portfolios
  • Actively develop IFRS9 impairment analysis and plausibility checks including data loading routines
  • Integrate Expected Loss calculation with existing department processes and data flows resp. specify and set up necessary new processes
  • Operate and maintain IFRS9 retail impairment stage 1, 2, 3 modules including data delivery monitoring in Head Office (HO)
  • Further develop retail risk infrastructure covering HO needs and support individual NWUs (banks and leasing companies)
  • Operate and maintain ICAAP models (Economic Capital and Macro Stress Testing)
  • Demonstrate compliance with regulatory standards to internal and external audit and regulatory bodies

Your qualifications:

  • Master degree in Economic Sciences or Business Administration with strong Mathematical, Statistical or Econometrical and technical background
  • At least 5 years of experience in risk management of a bank, financial institution or consultancy company in an international environment (thereof at least 3 years experience in retail riskmanagement)
  • Business level command of English, knowledge of CEE language would be an advantage
  • Very good SAS programming skills
  • Experience in data integration, data mining and portfolio analysis is a must
  • Combination of high energy and pleasant personality, analytical thinking and creative problemsolving, hands-on line management approach to drive results and consulting, matrix-management support, strong self-initiative
  • Able to run several smaller projects independently and prioritize within given guidelines

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

We are looking forward to receiving your online application!

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