Jun/Prof - Data Analyst/Modeler - Credit & Market & Liquidity Risk Models Validation (f/m/x) 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 an advanced 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
Provide on-demand results to stakeholders (network banks, senior management, regulators)
Your core competencies: Quantitative/finance background and/or degree in 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
Sound English skills to communicate with technical and non-technical stakeholders
Nice to have: Preferred background in data analysis or data science, focusing on predictive modeling and simulations
Understanding of accounting principles and financial institution balance sheet management is a plus
What we offer: Flexible work week: Flexible hours, work-from-home options from Austria, and 30 days/year remote work from any EU country.
Global community: 75+ nationalities, English as the company language, and work permit support. Our teams thrive on collaboration and mutual respect.
Career growth: We believe in continuous learning and proactive career development. Take on challenging work that stretches your abilities, attend trainings, and use new technologies to make a lasting impact.
Stay healthy: Subsidized canteen, well-being programs, check-ups, and sport allowances.
Save money: Discounts, exclusive banking terms, and a free public transport pass.
Family support: Child allowances, gender-neutral parental leave, bilingual company kindergarten, and holiday childcare.
Competitive salary: Starting at EUR 44.800, gross p.a. excluding overtime for Junior level and EUR 50.800, gross p.a. excluding overtime for Professionallevel, with market-compliant overpayment based on experience and qualifications. We are happy to discuss your actual salary in person.
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