International Asset and Liability Manager

vor 2 Wochen


Wien, Wien, Österreich RBI Vollzeit

About the Role

We are seeking a highly skilled International Asset and Liability Manager to join our team at Raiffeisen Bank International. As a key member of our Asset and Liability Management department, you will play a crucial role in steering the Asset and Liability Management departments of our network units, supporting their business strategies in liquidity and interest rate management, balance sheet planning, and stabilizing net interest income in a volatile interest rate environment.

Key Responsibilities

  • Liquidity Management: Establish and oversee liquidity target ranges for our network units, accounting for regulatory and internal constraints; address liquidity gaps and surpluses; plan liquidity on the basis of an ongoing business scenario as well as stress environment; develop and coordinate liquidity contingency plans, and execute contingency measures accordingly.
  • NII Management: Support our network units in creating and implementing a comprehensive strategy to stabilize the Bank's Net Interest Income (NII). The strategy should consider potential interest rate movements, balance sheet developments, customer demand, and embedded behavioral risks. It must be formalized in a way appropriate to be approved in our Asset and Liability Committee.
  • Liquidity and Funding Optimization: Analyze the evolution of our network units' balance sheets with a focus on funding diversification, particularly sight deposits. Develop group standards for liquidity and interest rate risk models in collaboration with our Risk Controlling department, identifying opportunities for modeling improvements, and supporting external hedging activities under hedge accounting.
  • Balance Sheet and NII Analysis and Forecasting: Collaborate with our Finance and Risk Controlling departments to analyze the customer segment and product split of our network units. Identify synergy opportunities to generate a comprehensive overview of current and forecasted developments of our network units' NII using Kamakura simulation capabilities and integrating them into pro-MIS forecasts and budgets.
  • Performance: Analyze and determine performance indicators for the serviced network units' Asset and Liability Management departments, determine opportunities for improving the income and cost components of Asset and Liability Management segments of our network units, and derive adequate strategies.
  • Data Synergy: Identify synergy opportunities in (re)using Risk/Finance data and shaping them to achieve higher value added to our Group Asset and Liability Management strategy.

Requirements

  • Master's in Economics, Mathematics, Business Administration, or Equivalent
  • Relevant Working Experience in Treasury, Risk Controlling, or Similar Area within a Network Bank or Other Group Unit or Other Bank/Financial Services Company/Consulting Firm, Ideally with Focused Expertise in Interest Rate Risk Management Topics
  • Analytical Skills Combined with Profound Quick Understanding of Market Opportunities and Relationships
  • Data Analysis and Processing Skills, Ideally Proficient in SQL and Using Group-Based Risk and Controlling Systems (Kamakura, pro-MIS)
  • Excellent English Communication Skills, and Experience in Dealing with Complex Organizations

What's in it for You

  • Work-Life Balance: Flexible working hours (no core time) and extensive hybrid working possibilities, 30 days/year remote work from any EU-country outside Austria
  • Meaningful Career Options: To develop personally and professionally
  • Learning: As part of our DNA and culture
  • Easy Moving: Work permit support
  • Easy Commuting: Free public transport pass
  • Canteen: Healthy, tasty, and heavily subsidized
  • Leisure Time Activities: Attractive sports and cultural offers (free museum tickets, reduced gym membership, etc.)
  • Saving: With vouchers/discounts from our staff council (e.g., for supermarkets)
  • Free: Salary account and credit card (optional)
  • Family Friendly: Family allowances, gender-neutral parental leave, etc.
  • Salary: Starting at EUR 47,000,- gross p.a., excluding overtime (market-compliant overpayment is provided dep. on experience/qualification)


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