Market & Liquidity Risk Analyst (m|f|x) Vienna

BAWAG Group is the publicly traded holding company of BAWAG, which, with more than 4 million customers, is one of the largest banks in Austria. As a dynamic employer, we foster talent and drive technological innovation forward at a rapid pace. Flat hierarchies, a flexible work environment, and equal opportunities for our employees are particularly important to us.

As part of our Market & Liquidity Risk Analysis team within the Enterprise Risk Management & Analytics division, you will play an active role in the ongoing management, analysis, and reporting of market and liquidity risks across the bank.

This position is intended for professionals with several years of hands-on experience in a banking risk environment who are ready to take ownership of analyses, contribute to methodological development, and work closely with senior stakeholders.

Tasks

• Analyze and interpret market and liquidity risk exposures (e.g., IRRBB, FX risk, funding profiles), supporting management and ALCO decisions
• Monitor key risk indicators and limits, investigate limit breaches, and perform in-depth ad hoc analyses in response to market events or changes in the balance sheet
• Prepare, review, and further develop regular management and ALCO reports, including commentary and interpretation of results
• Contribute to the development, enhancement, and automation of risk reports and dashboards using SQL, R, and visualization tools
• Actively support regulatory risk assessments and internal risk processes (e.g., ICAAP, ILAAP, stress testing, scenario analysis)
• Participate in cross-functional projects to implement regulatory changes, improve methodologies, and enhance risk systems and data flows
• Serve as a knowledgeable point of contact for internal stakeholders (Treasury, Finance, Risk Management) on market risk topics

Profile / Your qualification / Your personality

• University degree in finance, economics, mathematics, statistics, or a comparable quantitative field
• At least 3 years of professional experience at a bank or financial institution in market risk management, liquidity risk, or asset and liability management (ALM)
• Solid understanding of banking balance sheets, financial instruments—including derivatives—and core market risk concepts
• Hands-on experience with data analysis using R and SQL in a professional environment
• Experience with risk or ALM systems, such as OneSumX (Risk / ALM), Moody’s RiskAuthority, QRM, Sungard / FIS, Murex, or comparable platforms
• Experience with Power BI or similar visualization tools is a strong asset
• Confidence in handling large datasets and a strong ability to translate analysis into clear, decision-relevant insights
• A structured, proactive, and independent work style, combined with strong teamwork skills
• Very good command of English (spoken and written); German is a plus

That awaits you

• You will spend 50% of your working time in our modern and easily accessible office at Vienna Central Station.
• We support your personal development and career planning with a personalized and attractive training program. Visit our BAWAG Academy and use our GoodHabitz e-learning platform to further both your professional and personal growth.
• In addition, we offer a range of interesting and valuable additional benefits.

For this position, the collective bargaining agreement stipulates a minimum gross monthly salary of €3,275.40 on a full-time basis. Depending on your experience and qualifications, we are willing to offer a higher salary.

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Location

Wiedner Gürtel 11, AT-1100 Vienna