Junior Quantitative Credit Risk Analyst
Vor 2 Tagen
**Junior Quantitative Credit Risk Analyst**:
- The position is within the department Risk Methods and Analytics (RMA) and uses statistical and mathematical methods to develop predictive models used primarily in credit risk management within the Basel & IFRS 9 framework. Team members have diverse backgrounds ranging from mathematics and statistics to business with a strong quantitative focus. The core competences of the customer credit risk analytics stream are designing, estimating, and maintaining of credit risk models.#full-time / part-time
(38.5h / week)
viennaoffice
(1030)
homeoffice
possible
**Your role at RBI**:
- Development, calibration, and documentation of several state-of-the-art models in the area of customer credit risk assessment (rating models), IFRS9 impairments and loan pricing
- Working imbedded in a strong scrum team covering a range of skills from risk management, data understanding, financial modelling and econometrics to software development
- Training and consulting of model end users
- Communication with different stakeholders such as model end users, banking supervisors and auditors, business, IT and senior management about methods and results
- Maintenance state of the art knowledge on relevant topics, such as the regulatory frameworks, modelling, machine learning, coding
***Your core competencies**:
- University degree in mathematics, informatics, statistics, econometrics, or business/economics with strong quantitative focus
- Work experience in quantitative finance, ideally with a credit/market risk or IT focus highly appreciated
- Excellent programming skills in R or Python and readiness to learn more
- Know-how in e.g., SQL, low level programming languages and general IT affinity is highly appreciated
- Ability to communicate complex matters in an understandable manner
- You are self-motivated, focused, result-oriented, resilient and communicative
***What's in it for you**:
- **Work Life Balance**: f lexible working hours & extensive hybrid working possibilities
- **Meaningful Career Options**: to develop personally & professionally
- **Learning**: as part of our DNA & culture
- **Easy Moving**: work permit support
- **Easy Commuting**: free public transport pass
- **Canteen**: healthy, tasty, and heavily subsidized
- **Leisure time activities**: attractive sports and cultural offers (free museum tickets, reduced gym membership, etc.)
- **Saving**: with vouchers / discounts from our staffs' council (eg. for supermarkets)
- **Free**: Salary account and credit card (optional)
- **Family Friendly**: family allowances, gender-neutral parental leave, part-time work etc.
- **Salary**: starting at **EUR 38.500;
- gross p.a **. excluding overtime (market-compliant overpayment is provided dep. on experience / qualification)
**At Raiffeisen Bank International **, we are pleased to have more than 17 million customers in Austria and 12 other CEE countries - what got us here, are our _talented people _. From the moment you join RBI, you will notice our commitment to creating a working environment where everyone can thrive. Diversity and inclusion are essential components of our vision and mission and are reflected in our values: collaboration, proactivity, learning and responsibility. Our shared mission is to provide a superior customer experience by tackling new issues such as digitalization and changing needs.- Follow us on our RBI Account on _
**_LinkedIn _**:
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