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.
Senior Retail Risk Solutions Manager (f/m)
The Department "Retail Risk Solutions Management" is part of the RBI Retail Risk Division and drives the risk management toolset implementation and retail infrastructure roll-out in the RBI group. We are covering the whole retail credit risk life cycle on application underwriting, fraud risk management, analytics & portfolio management, customer relationship management and collection focus areas.
We are looking for a Senior Retail Risk Solutions Manager who acts as a subject matter expert for various modules within the Retail Credit Risk Solution, such as internal portfolio reporting, stress testing (including reverse and EU-wide stress tests documentation and reporting) or economic capital calculation.
What you can expect:
- Specify and document RBI's retail credit test stress test methodologies, procedures and frameworks, and practices
- Demonstrate experience in ICAAP, forecasting of regulatory capital and knowledge of stress testing and modelling techniques
- Perform integrated and reversed stress testing, using advanced methodology for regulatory EU wide stress testing
- Actively develop and create modules of the Retail Credit Risk Solution (RCRS) and drive standardized roll-outs covering all major portfolios
- Actively develop IFRS9 impairment analysis and plausibility checks including data loading routines
- Integrate Expected Loss calculation with existing department processes and data flows resp. specify and set up necessary new processes
- Operate and maintain IFRS9 retail impairment stage 1, 2, 3 modules including data delivery monitoring in Head Office (HO)
- Further develop retail risk infrastructure covering HO needs and support individual NWUs (banks and leasing companies)
- Develop current reporting packages (QlikSense, SAS) to satisfy internal as well as external needs and to harmonize report requirements
- Demonstrate compliance with regulatory standards to internal and external audit and regulatory bodies
What you bring to the table:
- Master degree in Economic Sciences or Business Administration with strong Mathematical, Statistical or Econometrical and technical background?
- At least 5 years of experience in risk management of a bank, financial institution or consultancy company in an international environment (thereof at least 3 years experience in retail risk management)?
- Business level command of English, knowledge of CEE language would be an advantage?
- Very good SAS programming skills
- Knowledge of databases structure and management (SQL, SAS, etc.)?
- Experience in regression and econometric modelling?
- Experience in data mining and cleaning, restructuring and merging large datasets?
- Combination of high energy and pleasant personality, analytical thinking and creative problem solving, hands-on line management approach to drive results and consulting, matrix-management support, strong self-initiative?
- Able to run several smaller projects independently and prioritize within given guideline
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 at 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.
We are looking forward to receiving your online application!