Hybrid Market & Liquidity Risk Specialist

JobsinAustria; Wien; Hybrid; EUR 47.000 - 57.000; Vollzeit

Benefits dieser Stelle

Flexible working

Home office

Zusammenfassung

Erste Group was founded in 1819 as the first Austrian savings bank and is today one of the largest stock-listed banking groups in Central Europe. Within Group Risk Management, the Market & Liquidity Risk Analytics team is responsible for the calculation, monitoring and further development of market and liquidity risk measures across Erste Group.

The role focuses on operating daily risk processes, producing IPV metrics, ensuring data quality, and supporting analytics improvements, with a

Qualifikationen

• University degree in a quantitative field or related area.
• Exposure to valuation principles and reporting standards for capital market products.
• Interest in Market and Liquidity Risk Management with strong communication skills.

Aufgaben

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

Kenntnisse

Communication

Python

SQL

Data management

Math/Stats background

Ausbildung

University degree in Mathematics/Statistics/Finance/Economics/IT

Tools

Python

SQL

Jobbeschreibung

Erste Group was founded in 1819 as the first Austrian savings bank and is today one of the largest stock-listed banking groups in Central Europe. Within Group Risk Management, the Market & Liquidity Risk Analytics team is responsible for the calculation, monitoring and further development of market and liquidity risk measures across Erste Group.

The role focuses on operating daily risk processes, producing IPV metrics, ensuring data quality, and supporting analytics improvements, with a