Quantitative Risk Analyst

Erste Group Bank AG

🇦🇹 Vienna, AustriaFull-timeSenior (6–9 yrs)

Visa Sponsorship AvailableRelocation: PartialHybrid

About this Role

Develop and validate credit and market risk models at Erste Group, working at the intersection of data science and banking regulation.

Requirements

Education

Master's/PhD in Quantitative Finance, Maths, or Statistics

Experience

Senior (6–9 yrs)

Language

English B2 — German not required

Contract

Full-time

Required Skills

PythonCredit risk modellingStatisticsBasel regulationRSQL

International Applicants & Work Permit

Eligible applicants

Accepted

Eligible regions

Worldwide

Relocation details

Flight + €4,000 relocation package.

Sponsorship status

Available

Work Permit / Visa Route

Red-White-Red Card (Very Highly Qualified).

Benefits

Red-White-Red Card sponsorship

Relocation package

25 days vacation

Performance bonus

Pension

Hybrid work

About Erste Group Bank AG

One of Central Europe's largest banking groups, headquartered in Vienna. English-first tech and finance hubs with active Red-White-Red Card sponsorship for skilled professionals.

Vienna, Austria5000+ employeesFinance & Banking Verified by Worknest

Always verify final sponsorship and work-permit requirements with the employer and official destination-country authorities. Worknest does not guarantee employment, visa approval, work permit approval, or relocation. Sponsorship status is based on employer-provided information and Worknest review checks.