(Senior) Market Risk Manager (f/m/x)

Raiffeisen Bank International AG; Österreich; Vor Ort; 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

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This position is part of the Market Risk Management agile organisation (Tribe) within Product HO Market Risk Management. Working in an agile set‑up, the Tribe manages market and counterparty risks at Group level through measurement, monitoring, reporting and control across all asset classes and entities. The team maintains regulatory frameworks and risk methodologies, supports relevant risk committees, and contributes to standards, implements all models and systems for market risk, valuation and counterparty risk management.

Your role at RBI:

• Analyse outputs from daily risk measurement, stress testing and back testing across market risk types (e.g., FX, structural FX, interest rate, credit spread, equity option and correlation risks) for main HO portfolios.
• Monitor market risk limits (e.g., VaR, BPV, sensitivities, stop-loss) and document recommendations for handling limit breaches.
• Review market risk limit applications and contribute to risk appetite, limit frameworks, strategies and scenario design; discuss exposures and assumptions with stakeholders (e.g., traders, treasury, business units).
• Prepare regular and ad‑hoc regulatory and management reporting (e.g., RWA analysis, back testing exceptions, prudent valuation, stress testing, portfolio analyses) and explain results to senior stakeholders and regulators where applicable.
• Support Network Banks on market risk topics (e.g., Basel IV, stress testing, FX and interest risk measurement, product introductions) and collaborate with internal/external partners such as auditors, regulators, local treasurers and risk teams.
• Contribute to new product approval by assessing market and counterparty risk implications and coordinating with model developers/analysts to integrate products into risk calculations and monitoring.
• Coordinate with partners across RBI (e.g., Credit Portfolio Management, Business Units, Treasury) to align inputs, resolve dependencies and deliver risk analyses.
• Take ownership of project work (projects, sub‑projects or workstreams): define deliverables, manage stakeholders and track outcomes through to completion.
• Share knowledge within the team and support colleagues through coaching and peer review.

Your core competencies:

• Bachelor’s degree, preferably in Finance, Mathematics, Statistics, Engineering, or a related quantitative field; advanced degree is a plus.
• Practical experience in market risk management, risk analytics or a comparable quantitative risk function (typical background 7–10 years) within a financial institution, consulting or a related environment.
• Working knowledge of financial instruments such as bonds, derivatives, options and structured products, and how their risks are measured and reported.
• Practical experience with market risk measures and methods (e.g., VaR, Expected Shortfall, stress testing, sensitivities/Greeks) and how they are applied to portfolios.
• Knowledge of regulatory market risk topics (e.g., FRTB, Standardised Approach, Open FX Risk) and ability to translate requirements into monitoring and reporting practices.
• Quantitative modelling and validation capability; experience using Python (or similar) for data analysis, automation and risk metric calculations.
• Interest in using automation and AI‑enabled tools to improve risk monitoring, controls and reporting workflows.
• Excellent communication skills; able to present complex risk findings clearly to traders, desk heads, and senior non‑technical stakeholders
• Collaborative working style and experience coordinating across functions to deliver outcomes under time‑sensitive conditions.

What's in it for you:

• Global community: 75+ nationalities, English as the company language, and work permit support. Find out more about international applicationshere.
• Career growth: We believe in continuous learning and proactive career development. Take on challenging work that stretches your abilities, attend trainings, and use new technologies to make a lasting impact.
• Flexible work week: Flexible hours and work‑from‑home options from Austria
• Stay healthy: Subsidized canteen, well‑being programs, check‑ups, and sport allowances.
• Save money: Discounts, exclusive banking terms, and a heavily subsidized public transport pass.
• Family support: Child allowances, gender‑neutral parental leave, bilingual company kindergarten, and holiday childcare.
• Competitive salary: In accordance with Austrian legal requirements, the minimum salary for this position is EUR 3.725,93 gross per month under the applicable Banking Collective Agreement. The actual salary is typically higher and will be determined individually based on your qualifications, professional experience, and the specific requirements of the role. We are happy to discuss the details in person.

Build a career where your work truly matters. At Raiffeisen Bank International, with more than 17 million customers across Austria and CEE, it’s our people who make the difference. From day one, you’ll take responsibility, grow beyond ladders and org charts, and help us deliver lasting value to our customers. We are dedicated to fostering diversity, inclusiveness, and equity — striving to create a culture where every voice is heard and every individual feels valued and respected.

Your benefits at one sight:

Join a team that values your well-being and professional development, offering a variety of benefits to support your success.