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Senior Retail Credit Risk Modelling Expert (m/f)

Are you open to new ideas, do you value creative freedom and live for cultural diversity? Do you desire mutual trust and responsibility? Would you like to work in a bank that has grown over 125 years and is active as a leading commercial and investment bank in Austria and Central and Eastern Europe (CEE)? Then you’ve found just the right place at Raiffeisen Bank International (RBI).

The Retail Risk Methodology & Validation (RRMV) department is part of the RBI Retail Risk Division and is responsible for the development and implementation throughout the RZB/RBIGroup of various retail risk methodologies related to credit risk model development and validation, loan loss provisioning, stress-testing and economic capital calculations.It provides direct support to the RZB/RBI network units in the implementation of theconcepts mentioned above.

The RRMV Department is looking for a motivatedSenior Retail Credit Risk ModellingExpert to support the IFRS 9 Impairment implementation for the retail portfolios in RZB/RBI Group.

Senior RetailCredit Risk Modelling Expert (m/f)

Your tasks:
  • Prepare Group-wide methodologies, documentation templates and calculation codes for development and validation of retail credit risk models for IFRS 9 and CRR (Pillar 1and Pillar 2)
  • Be responsible for the delivery of certain tasks from the retail IFRS 9 Implementation project
  • Prepare specification and perform subsequent testing of new functionalities of the Group-wide modelling platform based on SAS EM
  • Provide direct support to RBI/RZB network units in implementing the modelling and validation concepts with focus on the IFRS 9 – related models
  • Be responsible for the review and validation of certain network unit-specific credit risk models, participate in the sessions of the Retail Risk Validation Committee
  • Present and defend the modelling and validation methodologies to Group auditors and regulatory authorities
  • Take part in ad-hoc analyses and reporting
  • Support other strategic projects and activities in the RRMV department

Your qualifications:
  • University degree in mathematics, statistics, econometrics or economic sciences with strong quantitative focus
  • 5+ years of professional experience in risk management of a bank, financial institution or consultancy company
  • At least 3 years of practical experience with credit risk model development or validation, preferably in IRB-compliant institution
  • Statistical software knowledge and practical experience with SAS
  • Excellent understanding of bank business model as well as deep know-how of credit origination and management processes
  • Very good knowledge of Basel 2/3, CRR, IAS 39 and IFRS 9
  • Very good command of English, knowledge of German language is a strong advantage
  • Strong interpersonal skills, self-organized and able to run under time pressure

Your benefits:
  • Join our dynamic and motivated team in one of the leading banking groups in Austria and Central and Eastern Europe
  • EUR 60.000,- annual gross salary incl. overtime – additional payment according to skills and experience
  • Work-Life balance due to variable working hours
  • State of the art learning and development opportunities
We are looking forward to receiving your onlineapplication!

Über dieses Unternehmen

Raiffeisen Bank International AG

Am Stadtpark 9
1030 Wien

28 Jobangebote

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Senior Retail Credit Risk Modelling Expert (m/f)





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Senior Retail Credit Risk Modelling Expert (m/f)

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