Credit Risk Analyst: Data-Driven, Regulatory Focus

Raiffeisen Bank International AG; Wien; On-site; EUR 34,000 - 41,000; Full time

Benefits offered by this job

Global community

Career growth

Flexible work week

Stay healthy

Save money

Family support

Competitive salary

Job summary

Raiffeisen Bank International in Austria seeks a Credit Risk Analyst (f/m/x) on a limited basis until Oct 2027 to support risk calculations and data needs within the group-wide risk framework.

You will contribute to RWA calculations, ICAAP support, CRR-related implementations, and cross-functional collaboration in an agile setting, with opportunities to lead streams and influence executive decisions. English communication required, banking sector experience preferred.

Qualifications

• Degree in business administration, economics, or a related field.
• Experience in risk management within a bank, financial institution, or consultancy, focusing on credit risk.
• Understanding of credit risk RWA calculation for retail and non-retail products.
• Detailed knowledge of CRR III and credit risk-related regulatory requirements.
• Affinity for data and experience with Python, R, and/or SQL.

Responsibilities

• 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 Moody’s.
• Support Economic Capital calculation / ICAAP for Non-Retail Credit Risk (Pillar 2).
• Collaborate with RBI network units across the Group on 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 in an agile environment addressing complex tasks.
• Support or lead streams in strategic projects within Integrated Risk Management Department.
• Improve data-based decision-making processes in a data- and quant-driven organization.
• Prepare reports and proposals for executive management on credit risk developments and CRR III.

Skills

Python

R

SQL

Analytical thinking

English communication

Education

Business / Economics degree

Job description

Raiffeisen Bank International in Austria seeks a Credit Risk Analyst (f/m/x) on a limited basis until Oct 2027 to support risk calculations and data needs within the group-wide risk framework.

You will contribute to RWA calculations, ICAAP support, CRR-related implementations, and cross-functional collaboration in an agile setting, with opportunities to lead streams and influence executive decisions. English communication required, banking sector experience preferred.