Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM
 
2016-09-03

STELLE NICHT MEHR VAKANT - BITTE NICHT MEHR BEWERBEN!!!

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 RBI/RZB Group 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 the concepts mentioned above.

The RRMV Department is looking for a motivated Junior Retail Risk Methodology & Validation Specialist to support the IFRS 9 Impairment implementation for the retail portfolios in RZB/RBI Group.

Junior Retail Risk Methodology and Analytics Expert (f/m) -
limited until 31.3.2018

Your tasks:

  • Participate actively in the IFRS 9 Implementation project related tasks
  • Contribute to the development and implementation of the IFRS 9 Impairment concept for retail portfolios across RZB/RBI Group
  • Participate in the development of technical specifications and algorithms for stage transfer and expected loss calculations
  • Take part in the monthly plausibility checks and analyses of the impairment calculations for the retail portfolios of the network units
  • Contribute to regular internal reporting and ad-hoc sensitivity and "what-if" analysis of retail impairment losses
  • Support other analytical and reporting activities in the RRMV department

Your qualifications:

  • University degree in Economic Sciences or Business Administration with quantitative focus
  • At least 1 year of working experience (incl. internships), preferably in risk management area of a bank, financial institution or consultancy company
  • Understanding of bank business model as well as interest in lending products
  • Strong analytical skills with practical experience in data analysis and data mining
  • Very good command of English, knowledge of German language is a strong advantage

Your benefits:

  • Join our dynamic and motivated team in one of the leading banking groups in Austria and Central and € 38.000,- annual gross salary excl. 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 online application!
https://jobs.rbinternational.com

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