Wien Professional Quantitative Market Risk Analyst (fmx) Wien 1030

Are you a quantitative professional passionate about market risk and model validation? Ready to apply your skills in a dynamic banking environment where your work directly impacts risk decisions? If you can start soon, keep reading! As part of RBI’s Internal Model Validation function, you will validate cutting-edge internal and regulatory market risk models. You’ll work across the entire value chain—from raw data collection and statistical risk measurement to ensuring the daily risk limits are accurate and reliable. Your role at RBI: 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 Your core competencies: Degree in Mathematics, Statistics, Physics, Financial Engineering or related fields Equivalent experience in market risk quant roles, knowledge of FRTB and VaR prefered 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 What's in it for you: 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. Flexible work week: Flexible hours and work-from-home options from Austria 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: In accordance with Austrian legal requirements, the minimum salary for this position is EUR 3.375,40 gross per month under the applicable Banking Collective Agreement. The actual salary is typically higher and will be determined individually based on your qualifications, professional experience, and the specific requirements of the role. We are happy to discuss the details in person. Bei Fragen bezüglich unseres Bewerbungsprozesses, wirf gerne einen Blick auf unsere unsere FAQ oder unsere Seite für Internationale Bewerber:innen . Dein Kontakt: Nina Kokorovic Talent Acquisition Team Als Raiffeisen Bank International zählen wir über 17 Millionen Kund:innen in Österreich und 11 weiteren Ländern in Zentral- und Osteuropa. Diesen Erfolg haben wir unseren engagierten Mitarbeiter:innen zu verdanken. Bei uns übernimmst du ab Tag eins Verantwortung und entscheidest selbst, wohin dein Weg geht – wachsen kannst du dabei in alle Richtungen. Gleichzeitig trägst du dazu bei, unseren Kund:innen echten und nachhaltigen Mehrwert zu liefern. Wir setzen auf Vielfalt, Offenheit und Fairness – und schaffen eine Kultur , in der jede Stimme zählt und jede:r einen Beitrag leisten kann. Es gibt Dinge, die sind mit Geld nicht aufzuwiegen. Wir haben ein Paket an Benefits geschnürt, damit du dich wertgeschätzt fühlst und mehr Zeit für die wichtigen Dinge hast. Don't watch your future happen. Make it happen.