Senior 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 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.