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.
- 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
- 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
- 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
We are looking forward to receiving your online application!
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