Lead Quant Risk Model Validator (AI & Automation)

Raiffeisen Bank International AG; Wien; Hybrid; EUR 42.000 - 66.000; Vollzeit

Benefits dieser Stelle

Global community

Career growth

Flexible work week

Health & wellness

Transport benefits

Family support

Competitive salary

Zusammenfassung

Raiffeisen Bank International (RBI) is seeking a quantitative professional for its Internal Model Validation function in Vienna, Austria. You will validate internal and regulatory market risk models, spanning data collection, risk measurement, and daily limit validation.

You will lead validation efforts, collaborate with senior validators, and drive automation of workflows and reporting, leveraging AI and VS Code to improve efficiency and accuracy.

Qualifikationen

• Degree in Mathematics, Statistics, Physics, Financial Engineering or related fields.
• Equivalent experience in market risk quant roles, knowledge of FRTB and VaR preferred.
• Proficient programming skills, ideally in Python and Bash; familiarity with SQL and LaTeX is a plus.
• Analytical mindset with a passion for working with large datasets and deriving insights.
• Team player with excellent English communication skills.
• Eagerness to learn and contribute to continuous improvement of risk models and systems.

Aufgaben

• Lead validation efforts on key model components, applying your quantitative expertise.
• Collaborate with senior validators to draft clear, actionable validation conclusions.
• Drive automation of validation workflows and reporting to enhance efficiency with experience applying AI and working with Visual Studio Code or similar.
• Innovate by developing new validation techniques aligned with industry best practices.
• Deepen your knowledge of market risk frameworks and advanced validation methodologies.

Kenntnisse

Python

Bash

SQL

LaTeX

English

Analytical thinking

Ausbildung

Mathematics/Statistics/Physics/Financial Engineering degree

Tools

Visual Studio Code

Jobbeschreibung

Raiffeisen Bank International (RBI) is seeking a quantitative professional for its Internal Model Validation function in Vienna, Austria. You will validate internal and regulatory market risk models, spanning data collection, risk measurement, and daily limit validation.

You will lead validation efforts, collaborate with senior validators, and drive automation of workflows and reporting, leveraging AI and VS Code to improve efficiency and accuracy.