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Senior Market Risk Manager(m/w/x)
Analysing daily risk outputs and conducting stress testing for a bank serving 17M+ customers. Practical market risk experience and knowledge of financial instruments required. Flexible hours, 30 days EU remote work, 75+ nationalities.
Requirements
- Bachelor’s degree in Finance, Mathematics, Statistics, Engineering, or related quantitative field
- Practical experience in market risk management, risk analytics, or comparable quantitative risk function
- Working knowledge of financial instruments and their risk measurement
- Practical experience with market risk measures and methods
- Knowledge of regulatory market risk topics and translation to practice
- Quantitative modelling and validation capability
- Interest in using automation and AI-enabled tools for risk improvement
- Excellent communication skills for presenting complex risk findings
- Collaborative working style and cross-functional coordination
Tasks
- Analyse daily risk measurement outputs
- Conduct stress testing and back testing
- Monitor market risk limits
- Document recommendations for limit breaches
- Review market risk limit applications
- Contribute to risk appetite and limit frameworks
- Design risk scenarios
- Discuss exposures and assumptions with stakeholders
- Prepare regular regulatory reports
- Prepare ad-hoc management reports
- Explain results to senior stakeholders and regulators
- Support Network Banks on market risk topics
- Collaborate with auditors and regulators
- Work with local treasurers and risk teams
- Assess market and counterparty risk implications
- Coordinate with model developers and analysts
- Integrate new products into risk calculations
- Align inputs with Credit Portfolio Management
- Resolve dependencies with Business Units and Treasury
- Deliver risk analyses
- Define project deliverables
- Manage project stakeholders
- Track project outcomes
- Share knowledge within the team
- Coach and peer review colleagues
Work Experience
- 7 - 10 years
Education
- Bachelor's degreeOR
- Master's degree
Languages
- English – Business Fluent
Tools & Technologies
- Python
Benefits
Flexible Working
- Flexible hours
- Work-from-home options from Austria
- 30 days/year remote work from EU
Informal Culture
- 75+ nationalities
- English company language
Other Benefits
- Work permit support
Learning & Development
- Continuous learning
- Training attendance
Career Advancement
- Proactive career development
Diverse Work
- Challenging work
Modern Equipment
- Use of new technologies
Free or Subsidized Food
- Subsidized canteen
Mental Health Support
- Well-being programs
Healthcare & Fitness
- Check-ups
- Sport allowances
Corporate Discounts
- Discounts
- Exclusive banking terms
Public Transport Subsidies
- Subsidized public transport pass
Additional Allowances
- Child allowances
Generous Parental Leave
- Gender-neutral parental leave
Childcare
- Bilingual company kindergarten
- Holiday childcare
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Senior Market Risk Manager(m/w/x)
Analysing daily risk outputs and conducting stress testing for a bank serving 17M+ customers. Practical market risk experience and knowledge of financial instruments required. Flexible hours, 30 days EU remote work, 75+ nationalities.
Requirements
- Bachelor’s degree in Finance, Mathematics, Statistics, Engineering, or related quantitative field
- Practical experience in market risk management, risk analytics, or comparable quantitative risk function
- Working knowledge of financial instruments and their risk measurement
- Practical experience with market risk measures and methods
- Knowledge of regulatory market risk topics and translation to practice
- Quantitative modelling and validation capability
- Interest in using automation and AI-enabled tools for risk improvement
- Excellent communication skills for presenting complex risk findings
- Collaborative working style and cross-functional coordination
Tasks
- Analyse daily risk measurement outputs
- Conduct stress testing and back testing
- Monitor market risk limits
- Document recommendations for limit breaches
- Review market risk limit applications
- Contribute to risk appetite and limit frameworks
- Design risk scenarios
- Discuss exposures and assumptions with stakeholders
- Prepare regular regulatory reports
- Prepare ad-hoc management reports
- Explain results to senior stakeholders and regulators
- Support Network Banks on market risk topics
- Collaborate with auditors and regulators
- Work with local treasurers and risk teams
- Assess market and counterparty risk implications
- Coordinate with model developers and analysts
- Integrate new products into risk calculations
- Align inputs with Credit Portfolio Management
- Resolve dependencies with Business Units and Treasury
- Deliver risk analyses
- Define project deliverables
- Manage project stakeholders
- Track project outcomes
- Share knowledge within the team
- Coach and peer review colleagues
Work Experience
- 7 - 10 years
Education
- Bachelor's degreeOR
- Master's degree
Languages
- English – Business Fluent
Tools & Technologies
- Python
Benefits
Flexible Working
- Flexible hours
- Work-from-home options from Austria
- 30 days/year remote work from EU
Informal Culture
- 75+ nationalities
- English company language
Other Benefits
- Work permit support
Learning & Development
- Continuous learning
- Training attendance
Career Advancement
- Proactive career development
Diverse Work
- Challenging work
Modern Equipment
- Use of new technologies
Free or Subsidized Food
- Subsidized canteen
Mental Health Support
- Well-being programs
Healthcare & Fitness
- Check-ups
- Sport allowances
Corporate Discounts
- Discounts
- Exclusive banking terms
Public Transport Subsidies
- Subsidized public transport pass
Additional Allowances
- Child allowances
Generous Parental Leave
- Gender-neutral parental leave
Childcare
- Bilingual company kindergarten
- Holiday childcare
Like this job?
BetaYour Career Agent finds similar jobs for you every day.
About the Company
Raiffeisen Bank International
Industry
FinancialServices
Description
The company is committed to providing an excellent customer experience and values diversity and inclusion in its workforce.
Not a perfect match?
- Raiffeisen Bank International
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