Senior Market Risk Lead — Remote-Friendly

Raiffeisen Bank International AG; Österreich; Hybrid; EUR 60.000 - 90.000; Vollzeit

Benefits dieser Stelle

Global environment + work permit

Flexible work hours

Canteen and wellbeing programs

Public transport subsidy

Family support & childcare

Zusammenfassung

Raiffeisen Bank International (RBI) seeks a senior Market Risk Manager to join the Market Risk Management agile organisation in Austria. You will analyse daily risk measurements, stress tests and back testing across risk types, monitor VaR and limit exposures, and prepare regulatory and management reports for senior stakeholders and regulators.

Collaborate with traders, treasury and risk teams, contribute to risk appetite, scenario design and product approvals, and drive automation and

Qualifikationen

• Bachelor's degree in Finance, Mathematics, Statistics, Engineering or related quantitative field (advanced degree a plus).
• 7–10 years practical experience in market risk management or quantitative risk function in financial institutions or consulting.
• Experience with risk measures (VaR, ES) and regulatory topics (FRTB, Open FX).

Aufgaben

• Analyse outputs from daily risk measurement, stress testing and back testing across market risk types for main HO portfolios.
• Monitor market risk limits (VaR, BPV, sensitivities) and document recommendations for limit breaches.
• Review market risk limit applications and contribute to risk appetite, limit frameworks and scenario design.
• Prepare regular and ad‑hoc regulatory and management reporting and explain results to senior stakeholders and regulators.
• Support Network Banks on market risk topics and coordinate with auditors, regulators and risk teams.
• Contribute to new product approval by assessing market and counterparty risk implications.
• Coordinate inputs with RBI partners to align and deliver risk analyses.
• Take ownership of project work and share knowledge within the team.

Kenntnisse

Risk analytics

VaR/ES

Stakeholder communication

Python

Quantitative modelling

Collaboration

Ausbildung

Bachelor's degree in Finance/Math/Statistics/Engineering

Tools

Python

Jobbeschreibung

Raiffeisen Bank International (RBI) seeks a senior Market Risk Manager to join the Market Risk Management agile organisation in Austria. You will analyse daily risk measurements, stress tests and back testing across risk types, monitor VaR and limit exposures, and prepare regulatory and management reports for senior stakeholders and regulators.

Collaborate with traders, treasury and risk teams, contribute to risk appetite, scenario design and product approvals, and drive automation and