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RARaiffeisen Bank International

Senior Market Risk Manager(m/w/x)

Wien
from 67,400 / year
Full-timeWith Home OfficeSenior
AI/ML

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

  • EnglishBusiness 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
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of Raiffeisen Bank International and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.

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