Market & Liquidity Risk Analyst *

BAWAG Group; Wien; Vor Ort; EUR 60.000 - 90.000; Vollzeit

Benefits dieser Stelle

Office at Vienna Central Station

BAWAG Academy training

GoodHabitz eLearning

Zusammenfassung

BAWAG Group is a leading Austrian bank seeking a Market & Liquidity Risk Analyst to join the Enterprise Risk Management & Analytics division in Vienna. You will own analyses, contribute to methodological development, and work with senior stakeholders on market and liquidity risk topics.

The role requires several years of hands-on experience in banking risk, strong data analysis skills in R/SQL, and proficiency with risk systems and visualization tools.

Qualifikationen

• University degree in finance, economics, mathematics, statistics or a comparable quantitative field.
• At least 3 years of professional experience in a bank or financial institution in Market Risk Management, Liquidity Risk, or ALM.
• Solid understanding of banking balance sheets, financial instruments including derivatives and core market risk concepts.
• Hands-on experience with data analysis using R and SQL in a professional environment.
• Experience with risk or ALM systems, such as OneSumX (Risk / ALM), Moody’s RiskAuthority, QRM, Sungard / FIS, Murex, or comparable platforms.
• Experience with Power BI or similar visualization tools is a strong asset.
• Confident handling of large datasets and strong ability to translate analysis into clear, decision relevant insights.
• Structured, proactive, and independent working style, combined with strong teamwork skills.
• Very good command of English (spoken and written); German is an advantage

Aufgaben

• Analyze and interpret market and liquidity risk exposures (e.g. IRRBB, FX risk, funding profiles), supporting management and ALCO decisions
• Monitor key risk indicators and limits, investigate limit breaches, and perform in-depth ad hoc analyses in response to market events or balance sheet changes
• Prepare, review, and further develop regular management and ALCO reporting, including commentary and interpretation of results
• Contribute to the development, enhancement, and automation of risk reports and dashboards, using SQL, R, and visualization tools
• Actively support regulatory risk assessments and internal risk processes (e.g. ICAAP, ILAAP, stress testing, scenario analysis)
• Participate in cross functional projects to implement regulatory changes, improve methodologies, and enhance risk systems and data flows
• Serve as a competent contact for internal stakeholders (Treasury, Finance, Risk Management) on market risk topics

Kenntnisse

R

SQL

Power BI

Market Risk

ALM

OneSumX (Risk/ALM)

Moody’s RiskAuthority

QRM

Sungard / FIS

Murex

Data handling

Ausbildung

University degree in finance/economics/maths/statistics

Tools

OneSumX (Risk/ALM)

Moody’s RiskAuthority

QRM

Sungard / FIS

Murex

Jobbeschreibung

BAWAG Group is the publicly listed holding company of BAWAG, which, with more than 4 million customers, is one of the largest banks in Austria. As a dynamic employer, we promote talent and drive technological innovation forward at a rapid pace. Flat hierarchies, a flexible working environment, and equal opportunities for our employees are particularly important to us.
As part of our Market & Liquidity Risk Analysis team within the Enterprise Risk Management & Analytics division, you will play an active role in the ongoing management, analysis, and reporting of market and liquidity risks across the bank.
This position is aimed at professionals with several years of hands‑on experience in a banking risk environment, who are ready to take ownership of analyses, contribute to methodological development, and work closely with senior stakeholders
Your Responsibilities

• Analyze and interpret market and liquidity risk exposures (e.g. IRRBB, FX risk, funding profiles), supporting management and ALCO decisions
• Monitor key risk indicators and limits, investigate limit breaches, and perform in-depth ad hoc analyses in response to market events or balance sheet changes
• Prepare, review, and further develop regular management and ALCO reporting, including commentary and interpretation of results
• Contribute to the development, enhancement, and automation of risk reports and dashboards, using SQL, R, and visualization tools
• Actively support regulatory risk assessments and internal risk processes (e.g. ICAAP, ILAAP, stress testing, scenario analysis)
• Participate in cross functional projects to implement regulatory changes, improve methodologies, and enhance risk systems and data flows
• Serve as a competent contact for internal stakeholders (Treasury, Finance, Risk Management) on market risk topics
  

Your Profile

• University degree in finance, economics, mathematics, statistics or a comparable quantitative field
• At least 3 years of professional experience in a bank or financial institution in Market Risk Management, Liquidity Risk, or Asset & Liability Management (ALM)
• Solid understanding of banking balance sheets, financial instruments including derivatives and core market risk concepts
• Hands‑on experience with data analysis using R and SQL in a professional environment
• Experience with risk or ALM systems, such as OneSumX (Risk / ALM), Moody’s RiskAuthority, QRM, Sungard / FIS, Murex, or comparable platforms
• Experience with Power BI or similar visualization tools is a strong asset
• Confident handling of large datasets and strong ability to translate analysis into clear, decision relevant insights
• Structured, proactive, and independent working style, combined with strong teamwork skills
• Very good command of English (spoken and written); German is an advantage
  

Our Offer

• You will spend 50% of your working time in our modern and easily accessible office at Vienna Central Station.
• We support your personal development and career planning with an individual and attractive training program. Visit our BAWAG Academy and use our GoodHabitz elearning platform for both your professional and personal growth.
• In addition, we offer a range of interesting and valuable additional benefits.
  

For this position, the collective agreement stipulates a minimum monthly gross salary of € 3.275,40 on a full-time basis. Depending on your experience and qualifications, we are willing to offer a higher salary.
Your contact person: Jutta Durstberger [phone]

• We value people.
  

Would you like to work in a team where good cooperation and diversity are actively practiced? Then you've come to the right place. Equal opportunity is important to us - regardless of age, gender, sexual orientation, physical impairment, religion or origin.
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