Hybrid Market & Liquidity Risk Analyst

Erste Asset Management GmbH; Wien; Hybrid; EUR 47.000 - 57.000; Vollzeit

Zusammenfassung

Erste Group Bank AG, headquartered in Vienna, seeks a Market & Liquidity Risk Analytics specialist to monitor daily risk, validate IPV metrics and ensure data quality across risk platforms. You will collaborate with Risk, Finance and IT teams in an international banking environment.

The role offers hybrid work arrangements, with exposure to market and liquidity risk methodologies and opportunities to grow professionally within Erste Group.

Qualifikationen

• University degree in Mathematics, Statistics, Finance, Economics, IT or related quantitative field.
• Exposure to valuation principles and reporting standards for capital market products.
• Interest in developing expertise in Market and Liquidity Risk Management.
• Strong communication, reliable working style, and fluent English; German or another CEE language is an advantage.
• Solid IT and data management skills, including Python and/or SQL.

Aufgaben

• Operate and monitor daily market risk processes covering PnL, risk measurement and market data management.
• Produce and validate risk metrics for IPV, internal risk steering and regulatory purposes.
• Ensure quality and consistency of market data across pricing and risk platforms.
• Analyze, reconcile and resolve data and valuation issues with Risk, Finance and IT teams.
• Support enhancement of market and liquidity risk analytics and reporting capabilities.

Kenntnisse

Communication skills

Fluent English

German advantage

Ausbildung

Mathematics/Statistics/Finance/Economics/IT degree

Tools

Python

SQL

Jobbeschreibung

Erste Group Bank AG, headquartered in Vienna, seeks a Market & Liquidity Risk Analytics specialist to monitor daily risk, validate IPV metrics and ensure data quality across risk platforms. You will collaborate with Risk, Finance and IT teams in an international banking environment.

The role offers hybrid work arrangements, with exposure to market and liquidity risk methodologies and opportunities to grow professionally within Erste Group.