Quant Developer -
Portfolio Credit Risk Analytics (f/m/x)

 

#full-time  (38.5h / week)

#viennaoffice  (1030)

#homeoffice possible

• Development and implementation of credit risk models for IFRS9 impairments, stress testing, and economic capital calculation, ensuring compliance with regulatory standards and enhancing risk management capabilities.
• Collaborating within a dynamic scrum team with diverse expertise, including risk management, data analytics, financial modeling, econometrics, and particularly software development and IT operations (DevOps).
• Implementing and refining models and algorithms using languages such as Python and C++, with a focus on integration into production systems through robust DevOps practices.
• Engaging with various stakeholders, including model end-users, banking supervisors, auditors, business units, IT, and senior management, to discuss and explain technical methodologies and results.
• Keeping abreast of the latest advancements in regulatory frameworks, modeling techniques, coding practices, and DevOps methodologies.

  
Your core competencies

• A university degree in informatics, mathematics, statistics, econometrics, or a related quantitative field in business/economics (Master, Phd).  
• Programming skills in Python, with a willingness to expand your skill set in response to project needs.
• Relevant work experience in quantitative finance with a strong focus on IT, credit risk, or a direct background in DevOps is highly appreciated.
• Experience with DevOps tools and practices, including continuous integration/continuous deployment (CI/CD), containerization, and infrastructure as code is a plus.
• The ability to distill complex technical concepts into understandable language for a variety of audiences.
• A self-starter attitude, with a commitment to delivering results, adaptability to change, and excellent communication skills.

What's in it for you

• Work Life Balance: flexible working hours (no core time) & extensive hybrid working possibilities, 30 days / year remote work from any EU-country outside Austria
• Meaningful Career Options: to develop personally & professionally
• Learning: as part of our DNA & culture 
• Easy Moving: work permit support
• Easy Commuting: free public transport pass
• Canteen: healthy, tasty, and heavily subsidized
• Leisure time activities: attractive sports and cultural offers (free museum tickets, reduced gym membership, etc.)
• Saving: with vouchers / discounts from our staffs' council (eg. for supermarkets)
• Free: Salary account and credit card (optional)
• Family Friendly: family allowances, gender-neutral parental leave, bilingual company kindergarten, child care during holidays etc. 
• Salary: starting at EUR 47.000,- gross p.a. excluding overtime (market-compliant overpayment is provided dep. on experience / qualification)