Professional Quantitative Market Risk Analyst (f/m/x)

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Professional Quantitative Market Risk Analyst (f/m/x)

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.

If you have questions regarding our application process, feel free to check out our FAQ or our page for international applicants.

Your contact:

Nina Kokorovic

Talent Acquisition Team

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Build a career where your work truly matters. At Raiffeisen Bank International, with more than 17 million customers across Austria and CEE, it’s our people who make the difference. From day one, you’ll take responsibility, grow beyond ladders and org charts, and help us deliver lasting value to our customers. We are dedicated to fostering diversity, inclusiveness, and equity — striving to create a culture where every voice is heard and every individual feels valued and respected.

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Your benefits at one sight:

Join a team that values your well-being and professional development, offering a variety of benefits to support your success.

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Don't just watch your future happen.

Make it happen.