• professional 46.800,- / senior level 60.000,-
  • Vienna, Wien, Austria
  • Permanent, Full time
  • Raiffeisen Bank International
  • 04 Apr 18

International business requires an international corporate philosophy. Are you open to new ideas and do you value cultural diversity? At Raiffeisen Bank International, we are pleased to have more than 14 million customers in 14 CEE countries. And our journey continues – with exciting new issues for us to tackle such as digitalisation and changing customer needs. Join us on our journey.

Experienced Retail Credit Risk Methodology Manager (f/m)

The Retail Risk Analytics and Methodology (RRAM) department is looking for motivated Retail Credit Risk Methodology Manager to support the expanding activities of the department.
The RRAM Department is part of the International Retail Risk Division of RBI and is responsible for the development and implementation throughout the RBI Group of various retail risk methodologies, including retail credit risk model development concept papers, guidelines and templates. The department is also responsible for the development and roll-out support of a number of retail-specific credit risk methodologies like IFRS 9 Impairment, economic capital and stress-testing methods, CRR default definition, EBA Forbearance, standard risk costs, risk based pricing.

What you can expect:

  • Take the ownership and be responsible for the maintenance and enhancement of one or few of the following Group-wide concept papers:
  • Methodology and rulebook for IFRS 9 Impairment calculation,
    • Credit risk stress-testing
    • Economic Capital
    • Retail Default definition (CRR, art. 178)
    • Standard Risk Costs
    • Risk Based Pricing
    • Forbearance and Non-performing loans
  • Provide methodological support to the network units of RBI Group for the concept papers he/she owns;
  • Present and defend the Group concept papers he/she owns to the Group auditor and the regulatory authorities
  • Take key role in creating and documenting business processes and workflows related to the above concepts
  • Participate in credit risk related projects, conduct impact analysis, root cause analysis and perform process mappings related to the assigned project
  • Process, clean, and verify the integrity and reconciliation of data used for analysis
  • Be responsible for certain regular internal reporting and ad-hoc sensitivity and “what-if” analyses of  the retail impairment losses
  • Participate in the preparation of the annual public disclosure requirements under IFRS 9 for the retail portfolios
  • Support other strategic projects and activities in the RRAM department

What you bring to the table:

  • University degree in Economic Sciences or Business Administration with quantitative focus
  • Minimum 3 years of  professional experience in risk management of a bank, financial institution or consultancy company
  • At least 3 years of practical experience (respectively 5 years for senior, 7 years for expert level) in credit risk controlling, retail portfolio analyses, loan loss provisioning calculations, credit loss modelling and forecasting
  • Excellent knowledge of IFRS 9, very good knowledge of CRR and EBA guidelines and standards on credit risk management
  • Excellent understanding of bank business model as well as deep know-how of credit origination and management processes
  • Strong analytical skills, experience in data analysis and reporting
  • Very good command of English, knowledge of German language is a strong advantage
  • Very good communication, negotiation and presentation skills in a multinational environment
  • Self-organized, flexible, able to run under time pressure

What we offer:

  • You’ll work in an international team at a leading bank
  • You’ll benefit from flexible working arrangements and determine your own work-life balance
  • You’ll benefit from the very latest in tailored professional development
  • You’ll earn an appropriate salary starting for professional level at Euro 46.800,- gross p.a. excluding overtime and from senior level at Euro 60.000,- gross p.a including overtime

RBI AG is committed to creating a diverse environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to age, ethnicity, race or color, national origin, religion, political or other opinion, sex, sexual orientation or disability.

Vienna, Wien, Austria Vienna Wien AT