Quantitative Risk Modeler
Vor 6 Tagen
As a Quant Developer at Raiffeisenbankengruppe, you will play a key role in developing and implementing credit risk models for IFRS9 impairments, stress testing, and economic capital calculation. Your expertise will ensure compliance with regulatory standards and enhance risk management capabilities.
You will collaborate with a dynamic scrum team, leveraging your skills in risk management, data analytics, financial modeling, econometrics, and software development to implement and refine models and algorithms. Your focus will be on integration into production systems through robust DevOps practices.
Effective communication is crucial in this role, as you will 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.
To succeed in this position, you will need to stay up-to-date with the latest advancements in regulatory frameworks, modeling techniques, coding practices, and DevOps methodologies.
Requirements- 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
- 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
- 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
- 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, 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)
-
Quantitative Risk Modeler
vor 3 Wochen
Wien, Wien, Österreich Raiffeisenbankengruppe VollzeitAbout the RoleWe 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 ResponsibilitiesDevelop and refine credit risk...
-
Quantitative Risk Modeler
vor 3 Wochen
Wien, Wien, Österreich Raiffeisenbankengruppe VollzeitAbout the RoleWe are seeking a highly skilled Quantitative Risk Modeler to join our team at Raiffeisenbankengruppe. As a Quantitative Risk Modeler, you will play a critical role in developing and implementing credit risk models for IFRS9 impairments, stress testing, and economic capital calculation.Key ResponsibilitiesDevelop and refine models and algorithms...
-
Quantitative Risk Modeler
Vor 6 Tagen
Wien, Wien, Österreich Raiffeisenbankengruppe VollzeitJob DescriptionAs a Quant Developer at Raiffeisenbankengruppe, you will play a key role in developing and implementing credit risk models for IFRS9 impairments, stress testing, and economic capital calculation. Your expertise will ensure compliance with regulatory standards and enhance risk management capabilities.You will collaborate with a dynamic scrum...
-
Quantitative Risk Modeler
vor 2 Wochen
Wien, Wien, Österreich Raiffeisenbankengruppe VollzeitAbout the RoleWe 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 ResponsibilitiesDevelop and refine credit risk...
-
Quantitative Risk Modeler
vor 3 Wochen
Wien, Wien, Österreich Raiffeisenbankengruppe VollzeitAbout the RoleWe 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 ResponsibilitiesDevelop and refine credit risk...
-
Credit Risk Modeler
vor 2 Wochen
Wien, Wien, Österreich Prometeia VollzeitAbout the RoleWe are seeking a highly skilled Credit Risk Modeler to join our Enterprise Risk Management team at Prometeia. As a key member of our team, you will be responsible for developing and validating Credit Risk solutions in accordance with regulatory requirements.Main ResponsibilitiesDevelop and validate Credit Risk models for governance and...
-
Group Credit Risk Modeler IFRS 9 Specialist
vor 1 Woche
Wien, Wien, Österreich Addiko Bank AG VollzeitAbout the RoleWe are seeking a highly skilled Group Credit Risk Modeler to join our team at Addiko Bank AG. As a key member of our Group Risk Modelling team, you will be responsible for developing and maintaining IFRS 9 compliant credit risk models for our retail and non-retail segments.Key ResponsibilitiesDevelop and implement IFRS 9 compliant credit risk...
-
Group Credit Risk Modeler IFRS 9 Specialist
vor 2 Wochen
Wien, Wien, Österreich Addiko Bank AG VollzeitAbout the RoleWe are seeking a highly skilled Group Credit Risk Modeler to join our team at Addiko Bank AG. As a key member of our Group Risk Modelling team, you will be responsible for developing and maintaining IFRS 9 compliant credit risk models for our retail and non-retail segments.Key ResponsibilitiesDevelop and implement IFRS 9 compliant credit risk...
-
Model Validation Intern
vor 1 Woche
Wien, Wien, Österreich Erste Group Bank AG VollzeitInternship Opportunity at Erste Group Bank AGWe are seeking a highly motivated and detail-oriented individual to join our Model Validation team as an Intern.About the RoleThe Model Validation unit is responsible for establishing validation methodologies and standards for AI/ML models used throughout Erste Group. As an Intern, you will assist in the creation...
-
Risk Model Validation Internship
vor 2 Wochen
Wien, Wien, Österreich Erste Group Bank AG VollzeitMarket and Liquidity Risk Model Validation RoleErste Group Bank AG is seeking a highly skilled and motivated individual to join our team as a Risk Model Validation Intern. As a Risk Model Validation Intern, you will be responsible for the independent validation of Value-at-Risk (VaR) and VaR-related market risk methods and models, as well as any model for...
-
Credit Risk Model Developer
Vor 5 Tagen
Wien, Wien, Österreich Erste Group Bank AG VollzeitJob Title: Credit Risk Model Development SpecialistErste Group Bank AG is seeking a highly skilled Credit Risk Model Development Specialist to join our team in Model Methodology & Development. As a key member of our department, you will be responsible for developing and maintaining credit risk models, ensuring compliance with regulatory requirements and...
-
Credit Risk Model Developer
Vor 6 Tagen
Wien, Wien, Österreich Erste Group Bank VollzeitAbout the RoleWe are seeking a highly skilled Credit Risk Model Development Specialist to join our team at Erste Group Bank. As a key member of our Model Methodology & Development department, you will be responsible for developing and maintaining credit risk models using advanced statistical techniques.Key ResponsibilitiesDevelop and maintain credit risk...
-
Risk Model Validation Intern
Vor 7 Tagen
Wien, Wien, Österreich Erste Group Bank AG VollzeitMarket and Liquidity Risk Model Validation InternshipErste Group Bank AG is seeking a highly motivated and detail-oriented individual to join our team as a Market and Liquidity Risk Model Validation Intern. As a member of our team, you will be responsible for the independent validation of VaR and VaR-related market risk methods and models, as well as any...
-
Quantitative Volatility Researcher
vor 2 Wochen
Wien, Wien, Österreich Massar Capital Management, LP VollzeitMassar Capital Management, LP is a leading hedge fund that prides itself on its dynamic, entrepreneurial culture. We trade across global markets, leveraging our expertise in commodities, foreign exchange, fixed income, equities, and derivatives. Our investment philosophy combines fundamental understanding of individual assets with a quantitative and...
-
Senior Credit Risk Modeler for IFRS 9
vor 4 Wochen
Wien, Wien, Österreich Addiko Bank AG VollzeitAddiko Bank AG is a forward-thinking financial institution focused on specialization rather than generalization. Our aim is to provide a contemporary customer experience characterized by efficiency and convenience. We prioritize teamwork, diversity, talent development, and equality, all while ensuring the success of Team Addiko remains central to our...
-
Credit Risk Model Development Specialist
vor 2 Wochen
Wien, Wien, Österreich Erste Group Bank AG VollzeitJob SummaryErste Group Bank AG is seeking a highly skilled Credit Risk Model Development Specialist to join our team in Model Methodology & Development. As a key member of our department, you will be responsible for developing and maintaining credit risk models, applying advanced statistical techniques, and ensuring compliance with regulatory...
-
Credit Risk Model Development Specialist
vor 3 Wochen
Wien, Wien, Österreich Erste Group Bank VollzeitAbout the RoleWe are seeking a highly skilled Credit Risk Model Development Specialist to join our team at Erste Group Bank. As a key member of our Model Methodology & Development department, you will be responsible for developing and maintaining credit risk models using advanced statistical techniques.Key ResponsibilitiesDevelop and maintain credit risk...
-
Credit Risk Model Development Specialist
vor 3 Wochen
Wien, Wien, Österreich Erste Group Bank AG VollzeitJob SummaryErste Group Bank AG is seeking a highly skilled Credit Risk Model Development Specialist to join our team in Model Methodology & Development. As a key member of our department, you will be responsible for developing and maintaining credit risk models, applying advanced statistical techniques, and ensuring compliance with regulatory...
-
Credit Risk Model Development Specialist
vor 1 Woche
Wien, Wien, Österreich Erste Group Bank AG VollzeitCredit Risk Model Development SpecialistErste Group Bank AG is a leading banking group in Central and Eastern Europe, with a rich history dating back to 1819. As a pioneer in the industry, we offer exciting career opportunities in an international environment.The Model Methodology & Development department is the central function responsible for developing...
-
Risk Management Internship Model Developer
vor 2 Wochen
Wien, Wien, Österreich Erste Group Bank AG VollzeitInternship Opportunity in Risk Management and Model DevelopmentErste Group Bank AG is seeking a highly motivated and detail-oriented individual to join our team as an Intern in Risk Management and Model Development.About the RoleContribute to the development and maintenance of credit risk models and decision models using statistical techniques.Support data...
