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Raiffeisen Bank International AG

Data Analyst/Modeler - Credit & Market & Liquidity Risk Models Validation (f/m/x)

Raiffeisen Bank International AG
Austria · Full-time · Entry
Join our dynamic team ‘Model Validation’ within the ‘Group Risk Controlling’ division. We specialize in validating risk models (credit, market, ESG, liquidity) for Pillar I, II bank reserves calculations, IFRS 9, and liquidity management. We’re seeking a talented individual with a strong quantitative background and expertise in data analysis, model checking/building, or statistical modeling

Your mission at RBI:

  • Automate data processing using R, Python, SQL, and Linux (bash)
  • Extract, transform, and process data for modeling and analysis
  • Develop and implement validation concepts and processes for credit, market, ESG, and expected credit loss and liquidity models
  • Regularly validate and propose improvements for non-retail credit rating, market, and liquidity models
  • Perform initial checks/validation before model deployment
  • Provide on-demand results to stakeholders (network banks, senior management, regulators)

Your core competencies:

  • Quantitative/finance background and/or degree (mathematics, statistics/econometrics, or data science)
  • Working experience in R (essential), Python (some use), SQL, bash, Latex, Markdown and collaboration tools (Git, Jira, Command line)
  • Knowledge/experience in rating model development, statistical forecast model building, mathematical statistics, and survival analysis is advantageous.
  • Ability to solve independently unstructured problems and handle large datasets
  • Preferred background in data analysis or data science, focusing on predictive modeling and simulations

Nice to have:

  • Understanding of accounting principles and financial institution balance sheet management is a plus

What's in it for you:

  • Work Life Balance: flexible working hours (no core time), extensive hybrid working options / work from home, 30 days / year remote work from any EU-country outside Austria
  • Easy Moving: work permit support
  • Top-notch Equipment: modern tools & technologies
  • International Spirit: multi-cultural teams, English as company language, team building events
  • Learning & Agile Working: as part of our DNA & culture
  • Canteen: healthy, tasty, and heavily subsidized
  • Saving: with vouchers / discounts from our staffs' council (eg. supermarket)
  • Further Goodies: free public transport pass, salary account & credit card (optional), reduced gym membership, gender-neutral parental leave, bilingual company kindergarten, child care during holidays etc.
  • Salary: the offered gross yearly salary ranges starts at 50.800 Euro (basis full-time) excluding overtime, depending on qualification and experience

For questions regarding our application process, please feel free to take a look on our website or check out our FAQ.

Your contact:

Alice Sulzer

Talent Acquisition Team

Key Skills

Ranked by relevance

data analysis python sql linux bash jira git
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Country Guide

Austria

High quality of life in Vienna

Posted
Jan 10, 2025
Type
Full-time
Level
Entry
Location
Vienna
Company
Raiffeisen Bank International AG

Industries

Banking

Categories

Information Technology

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