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RARaiffeisen Bank International

Senior Market Risk Manager(m/w/x)

Wien
from 67,400 / year
Full-timeWith Home OfficeSenior
Apply now

Daily market risk analysis, stress testing, and limit monitoring for a CEE banking group. Practical experience with financial instruments and risk measures required. Flexible hours, 30 days remote work from EU.

Requirements

  • Bachelor’s degree in Finance, Mathematics, Statistics, Engineering, or related quantitative field; advanced degree a plus
  • Practical experience in market risk management, risk analytics, or comparable quantitative risk function within financial institution, consulting, or related environment
  • Working knowledge of financial instruments (bonds, derivatives, options, structured products) and their risk measurement/reporting
  • Practical experience with market risk measures and methods (VaR, Expected Shortfall, stress testing, sensitivities/Greeks) and portfolio application
  • Knowledge of regulatory market risk topics (FRTB, Standardised Approach, Open FX Risk) and translating requirements into practices
  • Quantitative modelling and validation capability; Python (or similar) for data analysis, automation, and risk metric calculations
  • Interest in using automation and AI-enabled tools for risk monitoring, controls, and reporting workflows
  • Excellent communication skills; clear presentation of complex risk findings to non-technical stakeholders
  • Collaborative working style and cross-functional coordination for time-sensitive outcomes

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
  • 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
  • Works council supported restaurant

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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