Senior Market Risk Manager (f/m)

The principal task of the position is to measure and steer market risks of individual units/desks/portfolios in RBI Group, to use and understand state-of-the-art risk measurement and management tools, methods and to comply with the regulatory requirements.

Your tasks:

• Set and negotiate individual market risk strategy and policies  (limit system, risk appetite, scenarios, calculation methods) and prepare internal model related regulatory reports
• Closely analyze and evaluate the risk and profit contribution from individual units/portfolios/deals, review limit applications and write statements and presentations
• Cooperate with and support network banks in the different areas/projects e.g. Basel III, stress testing, FX and interest risk measurement, risk reporting, product introduction
• Ensure that local risk managers understand head office methods and policies
• Analyze position data for the responsible units and ensure that the correct data is reflected in the internal model
• Act as key approver in the approval process for new products and develop a thorough opinion on the product; work together with model developer/analysts to include the new product in the risk calculation
• Negotiate with external partners including regulators, auditors and internal senior management

Your qualifications:

• Economical education with focus on financial markets or risk management
• 7 years of experience in capital market products, treasury steering, market and counterparty risk management; ideally working experience with an internal model
• Basel II (Basel III) and Economic capital concept knowledge
• Knowledge of front office systems and excellent tool skills (e.g. Excel, SQL, etc.)
• High degree of quantitative thinking to understand risk profiles
• Very good command of business English
• Excellent intercultural communication skills
• Ability to structure complex tasks and projects in challenging situations
• Proactive and team oriented personality with high flexibility and ability to work under pressure

Your benefits:

• Join our dynamic and motivated team in one of the leading banking groups in Austria and Central and Eastern Europe
• EUR 60.000,- annual gross salary incl. overtime – additional payment according to skills and experience
• Work-Life balance due to variable working hours
• State of the art learning and development opportunities