at Raiffeisen Bank Capital Markets & Investment Banking
Investment BankingPosted 4 days ago
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**Credit Risk Analyst (f/m/x) - Limited until end of May 2027** - **Responsibilities:** Support credit risk calculations, regulatory implementation, and data-related tasks within a group-wide risk framework. Key tasks include: RWA calculation for specific banking products, Economic Capital calculation, CRR compliance, collaborative projects, and strategic initiatives. - **Skills & Experience:** Bachelor's degree in relevant field, proven risk management experience with focus on credit risk, understanding of CRR III and RWA calculation, proficiency in Python, R, SQL, strong analytics skills, English fluency, and collaborative mindset. - **Tools & Technologies:** RAY (Risk Authority) by Moody’s, SQL, Python, R - **Working Conditions:** Agile environment, flexible work hours, remote options, global team, competitive salary, and comprehensive benefits package.
- Compensation
- €53,100+ EUR
- City
- Vienna
- Country
- Austria
Currency: € (EUR)
Full Job Description
You like working in an agile environment and want to be part of an adaptive team?
Integrated Risk Management Credit Portfolio Calculations is looking for a new team member to support credit risk calculations, regulatory implementation, and data-related requirements within a group-wide risk framework.
This role is suited to someone who combines knowledge of credit risk with an interest in regulation, calculations, and cross-functional collaboration.
Your role at RBI:
- Contribute to or take responsibility for the Risk Weighted Assets (RWA) calculation of specific banking products in the group-wide RWA calculation engine RAY (Risk Authority) by Moodys
- Support Economic Capital calculation / ICAAP for Non-Retail Credit Risk (Pillar 2)
- Collaborate with RBI network units across the Group on the interpretation and implementation of CRR-related requirements and credit risk data needs
- Analyse and implement regulatory requirements and internal group directives related to credit risk
- Work across functions and topics to address complex tasks in an agile environment
- Support or take the stream lead in strategic projects and activities within the Integrated Risk Management Department
- Further improve data-based decision-making processes in a data- and quant-driven organization
- Prepare reports and proposals to support executive managements decision-making in response to credit risk developments and the implementation of CRR III
Your core competencies:
- Degree in business administration, economics, or a related field
- Experience in risk management within a bank, financial institution, or consultancy, with a focus on credit risk
- Understanding of credit risk RWA calculation for retail and/or non-retail banking products
- Detailed knowledge of CRR III and credit risk-related regulatory requirements
- Affinity for data and experience with Python, R, and/or SQL
- Analytical and quantitative problem-solving skillsAbility to communicate complex topics effectively in English, both verbally and in writing
- Collaborative way of working, with a curious and result-oriented approach
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.
| If you have questions regarding our application process, feel free to check out our FAQ or our page for international applicants.
Your contact: Alice Sulzer |
