Market & Liquidity Risk Analytics (All Genders)

vor 5 Monaten


Wien, Österreich Erste Group Bank AG Vollzeit

**Location***:
Wien**Working hours***:
Full-time**Occupational Area***:
Risikomanagement**Company***:
Erste Group Bank AGErste 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.

The unit "Market and Liquidity Risk Analytics" ensures a coordinated development and integration of market risk management measures into our market and liquidity risk systems and supporting daily operations. This includes the configuration, maintenance and support of data reconciliation, ETL transformations, dedicated risk engines and the related simulations, result aggregation logic and analytics.

**Main tasks of the department are to**:

- implement and maintain all risk measures for market risk and liquidity used for independent price verification, internal steering, regulatory reporting and limit management across the whole balance sheet
- develop, maintain and run all the risk engines and the market data processing

This position is focusing specifically on the developing of new risk measures and aggregation logic for all market and liquidity risk management systems and measures within Erste Group Bank AG.

**Your Tasks**:

- Develop and maintain state of the art market and liquidity risk management measures and aggregation functions together with our IT department
- Support daily maintenance and processing of our market and liquidity risk engines
- Improve and enhance the reconciliation and completeness checks
- Act as an interface between group entities and Holding units with the goal to secure the quality and completeness of underlying data

**Your Background**:

- Solid IT and data management skills including Python. SQL skills are beneficial
- At least 2 years working experience in Market and Liquidity Risk or within Capital Markets and knowledge about valuation principles for capital market products
- University degree in IT, Finance, Mathematics, Statistic, or Economics
- Solution-oriented working style and reliability on assigned tasks
- Very good communication skills in writing and speaking across all levels
- You are fluent in English, any CEE language skills or German would be an advantage

**Our Offer**:

- A great opportunity to join a highly skilled, dynamic, motivated and multicultural team and to contribute to the further development of one of the key risk functions in banking
- We support your professional and personal development by on-the-job training and a variety on training offers
- Discover and enjoy the **benefits** of Erste Group
- The minimum wage for this full-time position in accordance with the collective agreement with complete fulfillment of the functional profile is EUR 40.120,36 gross per year. 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.
- Erste Group considers the diversity of its 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.

If you’ve got this far

It seems we have your interest. If you think you are a good fit for this position, please get in touch with us, we’d love to catch up.



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