Senior Market Risk Manager — AI‑Powered Analytics & Flexible Hours

Raiffeisen Bank International AG; Wien; Vor Ort; EUR 90.000 - 130.000; Vollzeit

Benefits dieser Stelle

Global community

Career growth

Flexible work week

Well-being programs

Subsidized public transport

Family support

Zusammenfassung

Raiffeisen Bank International AG in Vienna seeks an experienced Market Risk Manager to join the Market Risk Management agile organization. You will analyse outputs from daily risk measurement and back testing across risk types, monitor risk limits and contribute to risk reporting.

The role collaborates with traders, treasury and risk teams, supports Basel IV topics, and coordinates with model developers to integrate new products into risk calculations.

Qualifikationen

• Bachelor’s degree in Finance, Mathematics, Statistics, Engineering or related quantitative field.
• 7–10 years practical experience in market risk management in a financial institution or similar environment.
• Knowledge of financial instruments and risk reporting.
• Experience with VaR, Expected Shortfall, and stress testing.
• Understanding of Basel IV, FRTB and related topics.
• Experience using Python for data analysis and risk calculations.

Aufgaben

• Analyse outputs from daily risk measurement, stress testing and back testing across market risk types.
• Monitor VaR limits, BPV, sensitivities and document limit breach recommendations.
• Review limit applications and contribute to risk appetite, limit frameworks, and scenario design.
• Prepare regulatory and management reports and explain results to senior stakeholders and regulators where applicable.
• Collaborate with auditors, regulators, and risk teams on risk topics.
• Coordinate inputs with RBI units to deliver risk analyses and align with product teams.
• Share knowledge and coach colleagues.

Kenntnisse

Market risk management

Financial instruments knowledge

Risk measures

Regulatory risk topics

Quantitative modelling

Automation/AI interest

Communication skills

Cross-functional collaboration

Ausbildung

Bachelor's degree (quantitative)

Jobbeschreibung

Raiffeisen Bank International AG in Vienna seeks an experienced Market Risk Manager to join the Market Risk Management agile organization. You will analyse outputs from daily risk measurement and back testing across risk types, monitor risk limits and contribute to risk reporting.

The role collaborates with traders, treasury and risk teams, supports Basel IV topics, and coordinates with model developers to integrate new products into risk calculations.