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Liquidity & Market Risk Management Analyst (All

vor 3 Monaten


Wien, Wien, Österreich Erste Group Bank AG Vollzeit

Erste Group was founded in 1819 as the first Austrian savings bank and today it is one of the largest banking groups in Central and Eastern Europe (CEE).

As an attractive employer, Erste Group offers interesting career opportunities in an international environment.

  • Within Erste Group Risk Management, the organisational unit "Market a. Liquidity Risk Analytics" ensures a coordinated development and integration of market risk management risk measures into daily operations. This includes the daily endofday processing of market data, trade data reconciliations and market risk measure calculations.
Main tasks of the department are to
- run the daily EoD market data processes for financial instruments valuation and market risk measure calculation
- implement and process risk measures for market risk used for independent price verification (IPV), internal steering, regulatory reporting and limit management
- run all market and liquidity risk measures for internal and regulatory purposes and risk steering across the whole balance sheet

Your Tasks:

  • Endofday quality assurance and processing of all market data for pricing and risk management systems
  • Work reliable on your assigned tasks during daily market data operations within the late afternoon and evening
  • Using market data terminals, market data processing systems and financial instruments valuation systems

Your Background:

  • Studying either Finance, Mathematics, Statistic or Economics
  • Basic knowledge in pricing of capital market products and related market data
  • Good communication skills in writing and verbally across all levels
  • Excellent English language skills. German skills would be an advantage
  • Solid IT and data management skills

Our Offer:

  • Parttime job for 15 hours per week
  • Gaining experience within the capital market environment and related system infrastructure
  • Obtaining a better understanding about the dependencies between the financial instruments and valuation data required
  • Working together with a young highly motivated and successful team
  • Discover and enjoy the
    benefits of Erste Group
  • The minimum wage for this position in accordance with the collective agreement with complete fulfillment of the functional profile is EUR 39.500,44 gross per year (on fulltime basis). But this is just a formality we would be happy to talk about your actual salary in person
  • We offer our employees the opportunity to divide their hours between working from home and at the office.
  • We consider the diversity of our employees as key to innovation and success. As employer we are proud to offer everyone equal chances, irrespective of age, skin colour, religious belief, gender, sexual orientation or origin.