Quant Developer

vor 4 Wochen

Wien, Wien, Österreich Raiffeisenbankengruppe Vollzeit
About the Role

We are seeking a skilled professional to join our Portfolio Credit Risk Analytics Team within the Rating Delivery Tribe. This team specializes in developing and implementing models for non-retail credit risk, including economic capital, IFRS9 impairments, macroeconomic models, and stress testing.

Key Responsibilities
  • Develop and implement credit risk models for IFRS9 impairments, stress testing, and economic capital calculation, ensuring compliance with regulatory standards and enhancing risk management capabilities
  • Collaborate within a dynamic scrum team with diverse expertise, including risk management, data analytics, financial modeling, econometrics, and software development and IT operations (DevOps)
  • Implement and refine models and algorithms using languages such as Python and C++, with a focus on integration into production systems through robust DevOps practices
  • Engage with various stakeholders, including model end-users, banking supervisors, auditors, business units, IT, and senior management, to discuss and explain technical methodologies and results
Requirements
  • A university degree in informatics, mathematics, statistics, econometrics, or a related quantitative field in business/economics (Master, Phd)
  • Programming skills in Python, with a willingness to expand your skill set in response to project needs
  • Relevant work experience in quantitative finance with a strong focus on IT, credit risk, or a direct background in DevOps is highly appreciated
  • Experience with DevOps tools and practices, including continuous integration/continuous deployment (CI/CD), containerization, and infrastructure as code is a plus
  • Ability to distill complex technical concepts into understandable language for a variety of audiences
  • A self-starter attitude with a commitment to delivering results, adaptability to change, and excellent communication skills
About Us

We offer a global community with 75+ nationalities, English as the company language, and work permit support. Our teams thrive on collaboration and mutual respect.

Our benefits include flexible work week, career growth opportunities, stay healthy programs, save money discounts, and family support. Competitive salary starting at EUR 50,800 gross p.a., excluding overtime, with market-compliant overpayment based on experience and qualifications.

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