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Quantitative Risk Modeler

vor 2 Monaten


Wien, Wien, Österreich Raiffeisenbankengruppe Vollzeit
About the Role

We are seeking a highly skilled Quantitative Risk Modeler to join our team at Raiffeisenbankengruppe. As a key member of our risk management team, you will be responsible for developing and implementing credit risk models for IFRS9 impairments, stress testing, and economic capital calculation.

Key Responsibilities
  • Develop and refine credit risk models using advanced statistical techniques and programming languages such as Python and C++.
  • Collaborate with cross-functional teams, including risk management, data analytics, financial modeling, and IT operations, to ensure seamless integration of models into production systems.
  • Engage with stakeholders, including model end-users, banking supervisors, auditors, and senior management, to discuss and explain technical methodologies and results.
  • Stay up-to-date with the latest advancements in regulatory frameworks, modeling techniques, and DevOps methodologies.
Requirements
  • University degree in informatics, mathematics, statistics, econometrics, or a related quantitative field in business/economics (Master, Ph.D.).
  • 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.
  • The 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.
What We Offer
  • Work-Life Balance: flexible working hours (no core time) & extensive hybrid working possibilities, 30 days / year remote work from any EU-country outside Austria.
  • 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 (e.g. for supermarkets).
  • Free: Salary account and credit card (optional).
  • Family Friendly: family allowances, gender-neutral parental leave, bilingual company kindergarten, child care during holidays etc.
  • Salary: starting at EUR 50.800,- gross p.a. excluding overtime (market-compliant overpayment is provided dep. on experience / qualification).