You like working in an agile environment and want to be part of an adaptive team?

Integrated Risk Management – Credit Portfolio Calculations is looking for a new team member to support credit risk calculations, regulatory implementation, and data-related requirements within a group-wide risk framework.
This role is suited to someone who combines knowledge of credit risk with an interest in regulation, calculations, and cross-functional collaboration.

Your role at RBI:

• Contribute to or take responsibility for the Risk Weighted Assets (RWA) calculation of specific banking products in the group-wide RWA calculation engine RAY (Risk Authority) by Moody’s
• Support Economic Capital calculation / ICAAP for Non-Retail Credit Risk (Pillar 2)
• Collaborate with RBI network units across the Group on the interpretation and implementation of CRR-related requirements and credit risk data needs
• Analyse and implement regulatory requirements and internal group directives related to credit risk
• Work across functions and topics to address complex tasks in an agile environment
• Support or take the stream lead in strategic projects and activities within the Integrated Risk Management Department
• Further improve data-based decision-making processes in a data- and quant-driven organization
• Prepare reports and proposals to support executive management’s decision-making in response to credit risk developments and the implementation of CRR III

Your core competencies:

• Degree in business administration, economics, or a related field
• Experience in risk management within a bank, financial institution, or consultancy, with a focus on credit risk
• Understanding of credit risk RWA calculation for retail and/or non-retail banking products
• Detailed knowledge of CRR III and credit risk-related regulatory requirements
• Affinity for data and experience with Python, R, and/or SQL
• Analytical and quantitative problem-solving skillsAbility to communicate complex topics effectively in English, both verbally and in writing
• Collaborative way of working, with a curious and result-oriented approach