STELLE NICHT MEHR VAKANT - BITTE NICHT MEHR BEWERBEN!!!
Market Risk Modeling Analyst (f/m)
As a major financial institution, we strive to think and act in a truly international dimension. We span
50 countries and give growth opportunities to people who share our excitement for constantly
building on the diversity of our local roots and strong European presence.
Bank Austria is number one in Austria and Central and Eastern Europe. Since 2005 we have been a member
of UniCredit, one of the largest European banking groups. Being the bank with the strongest capital base
among the large banks in Austria we aim for excellence and strive to achieve maximum customer
satisfaction. Therefore we consistently invest in the development and motivation of our employees.
To support our Risk Methodology team in Vienna, we are looking for a Market Risk Modeling Analyst with
strong quantitative background, who ideally has some experience in the market risk area. Joining the team
will bring you a large opportunity to work within an international, professional and ambitious team in a
motivating and open atmosphere and a possibility to participate in projects in Austria and in the whole CEE
In this position you will be facing the
The responsibilities cover Risk Measurement
of Treasury- and Market Risk-Activities, in
particular the analysis of Risk positions and
the improvements of Market- and Counterparty
Credit Risk calculation methods and in
addition – in cooperation with UniCredit
Holding - the development/refinement of tools
for risk calculation.
You will participate in the new product
implementation process for Markets/Treasury.
In addition you will take care of the
improvement and development of backtesting
and stresstesting activities, derivative pricing
related topics and model maintenance topics.
You are part of a highly motivated team and
are ready to take personal responsibility.
We offer a gross monthly salary based on the
collective bargaining agreement of EUR
3.750,00 at least, depending on individual
qualification and experience.
- Studies with mathematical/statistical focus.
- Programming knowledge (e.g. MATLAB, Python, C++,
- Knowledge of treasury products and Financial
- Data base Know How advantageous as well as FO
System advantageous (Murex,..).
- Language skills: English – fluent, knowledge of
German would be appreciated.
- Strong analytical thinking and well founded knowledge
- Dedication, commitment and flexibility as well as ability
to work under pressure.
- Strategic, impact and target oriented approach.
- Ability to work both, in a team and independently.
- Communication and problem-solving skills.
- Motivated and fast learning.
Entry date: 01.01.2015
HR - Recruiting
Susanne Hillebrand / Renate Vejvar
Recruiting Line: +43 (0)5 05 05-55422
Are you interested in this job? We look forward to receiving your online-application on http://jobs.bankaustria.at,
indicating the advertisement-no. AT-EXT-51160382-20141210-142223-EN.
Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.