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Quant Developer – Portfolio Credit Risk Analytics
vor 1 Monat
Quant Developer –
Portfolio Credit Risk Analytics (f/m/x)
#full-time
(38.5h / week)
#viennaoffice
(1030)
#homeoffice
possible
Your role at RBI
Development and implementation of credit risk models for IFRS9 impairments, stress testing, and economic capital calculation, ensuring compliance with regulatory standards and enhancing risk management capabilities. Collaborating within a dynamic scrum team with diverse expertise, including risk management, data analytics, financial modeling, econometrics, and particularly software development and IT operations (DevOps). Implementing and refining models and algorithms using languages such as Python and C++, with a focus on integration into production systems through robust DevOps practices. Engaging with various stakeholders, including model end-users, banking supervisors, auditors, business units, IT, and senior management, to discuss and explain technical methodologies and results. Keeping abreast of the latest advancements in regulatory frameworks, modeling techniques, coding practices, and DevOps methodologies.
Your core competencies
What's in it for you
At Raiffeisen Bank International , we are pleased to have more than 17 million customers in Austria and 12 other CEE countries – what got us here, are our talented people. From the moment you join RBI, you will notice our commitment to creating a working environment where everyone can thrive. are essential components of our and are reflected in our values: collaboration, proactivity, learning and responsibility. Our shared mission is to provide a superior customer experience by tackling new issues such as digitalization and changing needs.
For questions regarding our application process, please feel free to take a look on our or check out our .
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