Market Risk Management

UniCredit Bank Austria AG
  • Wien
  • Vollzeit
  • Berufserfahrung
  • 12.10.2018

Market Risk Management

UniCredit Bank Austria is the leading bank in Austria and is part of the UniCredit network. We are a modern universal bank and offer services and products for private customers, small and medium-sized enterprises, private banking customers, large corporations and the public sector. And we consistently invest in the qualifications and motivation of our employees.

The department Market- and Liquidity Risk is responsible for identifying, measurement, reporting, limiting and controlling for market risk, liquidity risk and counterparty risk (including collateral management).

Key tasks and responsibilities

  • In-depth analysis of risk positions
  • Contribution within the market risk backtesting and stresstesting activities in Bank Austria
  • Taking care of the improvement and development of valuation adjustments (XVA)
  • Participation in market risk related ICAAP (Internal Capital Adequacy Assessment Process) activities and interact intensively with various functions within the bank

Qualifications and Competencies

  • Completed University/FH studies with mathematical/statistical focus
  • Knowledge of treasury products
  • Knowledge in financial mathematics / quantitative finance
  • Programming knowledge advantageous (MATLAB, R, Python,…)
  • Data base know-how advantageous
  • Good spoken & written English & German
  • Dedication, commitment and flexibility
  • Ability to work under pressure
  • Readiness to work in teams
  • Willingness to take personal responsibility and work accordingly

Our offer to you

We offer a gross annual salary based on the collective bargaining agreement of EUR 48.000,00 at least, depending on individual qualification and experience and excellent career chances.

Application details

Entry Date:
Level of employment: Time Factor:

Stefan Schmiedhofer HR Recruiting +43(0)5 05 05-55422

UniCredit Bank Austria AG

Banken, Finanz, Versicherung
501+ Mitarbeiter

Über uns

Die Bank Austria ist seit 2005 Mitglied der UniCredit, einer der führenden europäischen Bankengruppen.Als eine der kapitalstärksten Großbanken Österreichs setzen wir auf Wachstum und wollen ein Höchstmaß an Kundenzufriedenheit erreichen. Die Bank Austria ist eine moderne und dynamische Universalbank…

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