Quantitative Risk Modeler
vor 1 Woche
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.
- 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.
- Experience with DevOps tools and practices, including continuous integration/continuous deployment (CI/CD), containerization, and infrastructure as code.
- Excellent communication and interpersonal skills, with the ability to distill complex technical concepts into understandable language for a variety of audiences.
- Flexible working hours and extensive hybrid working possibilities.
- Meaningful career options for personal and professional development.
- Learning opportunities as part of our DNA and culture.
- Easy moving and commuting options, including work permit support and free public transport pass.
- A range of benefits, including a healthy and heavily subsidized canteen, attractive sports and cultural offers, and family-friendly policies.
- A competitive salary, starting at EUR 50,800 gross p.a., excluding overtime, with market-compliant overpayment provided based on experience and qualification.
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Quantitative Risk Modeler
vor 1 Woche
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...
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