Market & Liquidity Risk Senior Expert*

BAWAG Group; Wien; Hybrid; EUR 43.000 - 52.000; Vollzeit

Benefits dieser Stelle

BAWAG Academy

GoodHabitz elearning platform

Training program and personal growth

Office at Vienna Central Station

Zusammenfassung

BAWAG Group is seeking a senior risk professional to join the Market & Liquidity Risk Analysis team within Enterprise Risk Management & Analytics in Vienna. The role focuses on measuring, analyzing and reporting market and liquidity risks across the bank, including IRRBB, credit spread risk and basis risk.

You will own risk methodologies, models and limit frameworks, ensuring regulatory compliance, and support ICAAP/ILAAP, stress testing and scenario analysis with leadership-ready insights.

Qualifikationen

• University degree in finance, economics, mathematics, statistics or a comparable quantitative field.
• At least 5 years of professional experience in market or liquidity risk management or ALM.
• Deep understanding of IRRBB, credit spread risk and balance sheet risk management.
• Proficient with SQL, R, Python and Power BI.

Aufgaben

• Lead measurement, analysis and monitoring of market risks across the Group, focusing on IRRBB and FX risk.
• Own risk methodologies, models and limit frameworks with regulatory compliance.
• Prepare risk analyses for senior management, ALCO/SALCO and regulators with actionable insights.
• Support ICAAP, ILAAP, stress testing and scenario analysis processes.
• Contribute to regulatory changes and data flow improvements in risk systems.

Ausbildung

University degree in finance, economics, mathematics, statistics or a comparable quantitative field

Tools

SQL

R

Python

Power BI

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 intended for senior risk professionals with extensive experience in banking risk management, who are motivated to shape risk methodologies, navigate complex regulatory requirements, and support strategic balance sheet and risk management decisions.

Your Responsibility

• Lead the measurement, analysis and monitoring of market risks across the Group, with a particular focus on IRRBB (EVE, NII, behavioral models, hedging impacts), credit spread risk, basis risk and foreign exchange risk.
• Take ownership of risk methodologies, assumptions, models and limit frameworks, ensuring their ongoing adequacy, consistency, and regulatory compliance.
• Prepare risk analyses and management information for senior management, ALCO/SALCO and regulatory stakeholders, providing actionable insights and recommendations.
• 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
• Contribute to liquidity risk analysis and reporting activities, supporting a holistic view of balance sheet risks across the Group.

Your Profile

• University degree in finance, economics, mathematics, statistics or a comparable quantitative field.
• At least 5 years of professional experience in a bank or financial institution in Market / Liquidity Risk Management or Asset & Liability Management (ALM).
• Deep understanding of IRRBB, credit spread risk, valuation concepts, balance sheet risk management and relevant regulatory requirements.
• Practical experience with SQL, R, Python, Power BI or comparable analytical tools.
• Experience with risk or ALM systems, such as OneSumX (Risk / ALM), Moody’s RiskAuthority, QRM, Sungard / FIS, Murex, or comparable platforms.
• 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 annual gross salary of € 47.255,60 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.

Your career with us | BAWAG | Xing | LinkedIn | Facebook | whatchado | Instagram