FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 
2018-02-28 (gültig bis max. 2018-04-27)

International business requires an international corporate philosophy. Are you open to new ideas and do you value cultural diversity? At Raiffeisen Bank International, we are pleased to have more than 14 million customers in 14 CEE countries. And our journey continues - with exciting new issues for us to tackle such as digitalisation and changing customer needs. Join us on our journey.

Junior Retail Model Development and Methodology Manager (f/m)

The Retail Risk Analytics and Methodology (RRAM) Department is looking for motivated Junior Retail Model Development and Methodology Manager to support the expanding activities of the department.

The RRAM Department is part of the International Retail Risk Division of RBI and is responsible for the development and implementation throughout the RBI Group of various retail risk methodologies, including retail credit risk model development concept papers, guidelines and templates. The department also develops retail credit risk models for Pillar 1 and Pillar 2 purposes for certain affiliated companies of RBI Group.

What you can expect:

  • Contribution to development of modelling- and implementation-related concepts from the Group-wide framework for retail credit risk models for CRR (Pillar 1 and Pillar 2) and IFRS 9
  • Contribution to interpretation and translation of the regulatory requirements towards IRB and ICAAP compliance into standards for the RBI Group
  • Maintenance of the Modelling Platform and workflows to support modellers in the network to apply the group methodology in daily model development business
  • Contribution to development of Rating Models for Retail Credit Risk (Pillar 1 and 2) and IFRS 9 for selected RBI subsidiaries
  • Support activities to RBI network units in understanding the model documentation, modelling platform related documentation as well as implementation and answering other ad-hoc requests/questions related to specific model development methodologies
  • Participation in internal discussions regarding establishment of new modelling methodologies
  • Support activities in strategic projects and activities in the RRAM department and RBI Group

What you bring to the table:

  • University degree in Mathematics, Statistics, Econometrics or Economic sciences with strong quantitative focus;
  • At least 1 year of previous experience in risk management of a bank, financial institution or consultancy company is considered an advantage;
  • First practical experience with credit risk model validation or development, preferably in an IRB-compliant institution, is an advantage
  • Good knowledge and practical experience with SAS or other statistical software
  • Excellent command of English, knowledge of German language is an advantage
  • Good communication, negotiation and presentation skills
  • Willingness to learn and apply the knowledge into practice

What we offer:

  • You'll work in an international team at a leading bank
  • You'll benefit from flexible working arrangements and determine your own work-life balance
  • You'll benefit from the very latest in tailored professional development
  • You'll earn an appropriate salary starting at Euro 38.000,- gross p.a. excluding overtime

RBI AG is committed to creating a diverse environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to age, ethnicity, race or color, national origin, religion, political or other opinion, sex, sexual orientation or disability.

We are looking forward to receiving your online application!
https://jobs.rbinternational.com/

Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.