FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 
2016-09-20

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 RZB/RBI 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 Senior Retail Credit Risk Modelling Expert to support the IFRS 9 Impairment implementation for the retail portfolios in RZB/RBI Group.

Senior Retail Credit Risk Modelling Expert (f/m)

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

Contact:
Raiffeisen Bank International AG
Am Stadtpark 9
1030 Wien, Austria
Phone: +43-1-71 707-8100

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

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