Markets & Liquidity Risk Analytics Specialist

ERSTE Immobilien KAG; Wien; Hybrid; EUR 47.000 - 57.000; Vollzeit

Benefits dieser Stelle

Flexible work model

Hands-on risk analytics

International banking environment

Learning and development opportunities

Zusammenfassung

Erste Group Bank AG in Vienna seeks a risk analytics professional to operate daily market risk processes, validate metrics for IPV and regulatory purposes, and ensure data quality across pricing and risk platforms.

You will analyze data with Risk, Finance and IT teams, support enhancements to risk analytics, and benefit from a flexible office/home office setup in an international banking environment.

Qualifikationen

• University degree in Mathematics, Statistics, Finance, Economics, IT or related quantitative field.
• First exposure to valuation principles and reporting standards for capital market products.
• Interest in developing your expertise in Market and Liquidity Risk Management.
• Strong communication skills, a 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 used for IPV, internal risk steering and regulatory purposes.
• Ensure the quality and consistency of market data across pricing and risk management platforms.
• Analyze, reconcile and resolve data and valuation issues in cooperation with Risk, Finance and IT teams.
• Support the enhancement of market and liquidity risk analytics and reporting capabilities.

Kenntnisse

Python

SQL

Fluent English

Ausbildung

University degree in Mathematics, Statistics, Finance, Economics, IT or related quantitative field

Jobbeschreibung

Erste Group Bank AG in Vienna seeks a risk analytics professional to operate daily market risk processes, validate metrics for IPV and regulatory purposes, and ensure data quality across pricing and risk platforms.

You will analyze data with Risk, Finance and IT teams, support enhancements to risk analytics, and benefit from a flexible office/home office setup in an international banking environment.