Quantitative Modeler- Portfolio Credit Risk Analytics

Vor 4 Tagen

Wien, Wien, Österreich Raiffeisen Bank International AG Vollzeit € 53.100 - € 100.000 pro Jahr

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.
  • Global community:
     75+ nationalities, English as the company language, and work permit support. Find out more about international applications here.
  • 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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