Quantitative Modeler- Portfolio Credit Risk Analytics

**Quantitative Modeler
- Portfolio Credit Risk Analytics (f/m/x)**:
Join our **Group Risk Controlling division**as a Quantitative Modeler designing, validating and operationalizing interpretable non‑retail credit risk models covering IFRS9, stress‑testing and economic‑capital models that directly inform regulatory and strategic decisions. Work in a collaborative, cross‑functional team and accelerate your career through regulatory exposure and continuous methodological learning.
**Your mission at RBI**:

-- Collaborate in a supportive team to develop and improve credit risk models for IFRS9 impairments, stress testing, and economic capital, with a focus on interpretability and regulatory compliance.
- Build reproducible Python code and end-to-end workflows covering data ingestion, model estimation, validation and reporting, working closely with data engineers and production teams to ensure reliable model deployment.
- Validate, backtest, calibrate, and prepare model risk documentation, clearly explaining results to supervisors, auditors, and business stakeholders—including those without a technical background.Stay engaged with advances in methodology and regulatory expectations relevant to credit risk, with opportunities for ongoing learning and professional growth.
-**Your core competencies**:

-- Advanced degree in statistics, economics, mathematics, or a related quantitative field, or equivalent practical experience.
- Experience with regression modeling, including linear and nonlinear models, mixed‑effects (random effects) models, and Bayesian approaches; practical experience preparing data, fitting models, interpreting results, and diagnosing model issues.
- Preferred: experience with Python and libraries such as polars, numpy, scipy, statsmodels, and scikit‑learn.
- Demonstrated analytical reasoning and clear written and verbal communication; experience explaining statistical concepts to both technical and non‑technical stakeholders.Openness to learning new methods, tools, and platforms; ability to adapt to evolving technologies and incorporate feedback.
-**Nice to have**:

Experience in credit risk modelling (IFRS9, PD/LGD/EAD), stress testing or related banking analytics.
-**What's in it for you**:

-- **Flexible work week**:Flexible hours, work-from-home options from Austria, and 30 days/year remote work from any EU country.

**Career growth**:We believe in continuous learning and proactive career development. Take on challenging work that stretches your abilities, attend trainings, and use new technologies to make a lasting impact.
- **Stay healthy**:Subsidized canteen, well-being programs, check-ups, and sport allowances.
- **Save money**:Discounts, exclusive banking terms, and a heavily subsidized public transport pass.
- **Family support**:Child allowances, gender-neutral parental leave, bilingual company kindergarten, and holiday childcare.
- **Competitive salary**:Starting at EUR 53.100;
- gross p.a. excluding overtime, with market-compliant overpayment based on experience and qualifications. We are happy to discuss your actual salary in person.
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- **Your contact**:

- **Alice Sulzer**
Talent Acquisition Team
Build a career where your work truly matters. At **Raiffeisen Bank International**, with more than 17 million customers across Austria and CEE, it’s our people who make the difference. From day one, you’ll take responsibility, grow beyond ladders and org charts, and help us deliver lasting value to our customers. We are dedicated to fostering diversity, inclusiveness, and equity — striving to create a culture where every voice is heard and every individual feels valued and respected.**Your benefits at one sight**:

- Join a team that values your well-being and professional development, offering a variety of benefits to support your success.-
- **Don't just watch your future happen.**
**Make it happen.**: