Quantitative Modeler- Portfolio Credit Risk Analytics

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 :

Nice to have :

What's in it for you :

Flexible hours, work-from-home options from Austria, and 30 days / year remote work from any EU country.

75+ nationalities, English as the company language, and work permit support. Find out more about international applications here.

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.

Subsidized canteen, well-being programs, check-ups, and sport allowances.

Discounts, exclusive banking terms, and a heavily subsidized public transport pass.

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

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.