Quantitative Modeler- Portfolio Credit Risk Analytics (f/m/x)

Join our Group Risk Controlling division as a Quantitative Modeler designing, validating and operationalizing interpretable non retail credit risk models covering IFRS9, stress testing and economic capital models that directly inform regulatory and strategic decisions. Work in a collaborative, cross functional team and accelerate your career through regulatory exposure and continuous methodological learning.

Your mission at RBI:

Collaborate in a supportive team to develop and improve credit risk models for IFRS9 impairments, stress testing, and economic capital, with a focus on interpretability and regulatory compliance.

Build reproducible Python code and end-to-end workflows covering data ingestion, model estimation, validation and reporting, working closely with data engineers and production teams to ensure reliable model deployment.

Validate, backtest, calibrate, and prepare model risk documentation, clearly explaining results to supervisors, auditors, and business stakeholders—including those without a technical background.

Stay engaged with advances in methodology and regulatory expectations relevant to credit risk, with opportunities for ongoing learning and professional growth.

Your core competencies:

Advanced degree in statistics, economics, mathematics, or a related quantitative field, or equivalent practical experience.

Experience with regression modeling, including linear and nonlinear models, mixed effects (random effects) models, and Bayesian approaches; practical experience preparing data, fitting models, interpreting results, and diagnosing model issues.

Preferred: experience with Python and libraries such as polars, numpy, scipy, statsmodels, and scikit learn.

Demonstrated analytical reasoning and clear written and verbal communication; experience explaining statistical concepts to both technical and non technical stakeholders.

Openness to learning new methods, tools, and platforms; ability to adapt to evolving technologies and incorporate feedback.

Nice to have:

Experience in credit risk modelling (IFRS9, PD/LGD/EAD), stress testing or related banking analytics.

What's in it for you:

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. Find out more about international applications here.

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 heavily subsidized public transport pass.

Family support: Child allowances, gender-neutral parental leave, bilingual company kindergarten, and holiday childcare.

Competitive salary: Starting at EUR 53.100,- gross p.a. excluding overtime, with market-compliant overpayment based on experience and qualifications. We are happy to discuss your actual salary in person.

Dein Kontakt:

Alice Sulzer

Talent Acquisition Team