(Senior) Risiko Controller für Marktrisikosteuerung (m|f|x) Vienna

Our vision is to become Europe’s most dynamic and innovative infrastructure bank. Together with our customers as partners, we aim to create value that sustainably improves people’s lives.

Always first: We are always at the forefront when it comes to delivering first-class services quickly and precisely. We never stand still. We see “always first” as a commitment to constantly improving ourselves.

Tasks

• Development, maintenance, and documentation of procedures and models in the area of IRRBB / CSRBB (Interest Rate Risk in the Banking Book / Credit Spread Risk in the Banking Book)
• Ongoing measurement, analysis, and monitoring of interest rate and credit spread risk in the banking book
• Analysis of interest rate and credit spread scenarios, sensitivities, stress scenarios, and their impact on economic value and net interest income
• Optimization and expansion of the existing connection to the bank’s data warehouse, including the implementation of automation solutions
• Participation in or leadership of projects
• Implementation of regulatory requirements
• Point of contact for Internal Audit, Supervision, and Auditors

Profile / Your qualification / Your personality

• Bachelor’s or master’s degree with a focus on economics, quantitative finance, statistics, mathematics, or a related field.
• Several years of professional experience in risk control, treasury, or ALM at a bank, or in a comparable role within the banking sector
• Extensive expertise in market risk management, including regulatory requirements, particularly in connection with IRRBB / CSRBB
• Excellent knowledge of Excel/VBA, SQL, R, or Python, combined with expertise in database structures, data analysis, and data preparation
• A sense of responsibility, the ability to work independently, and a holistic approach are among your strengths
• Strong focus on results and quality, excellent communication skills, and the ability to find solutions
• You have excellent German and English language skills

That awaits you

In accordance with the collective bargaining agreement for bank employees and bankers, we offer compensation that meets market standards and is tailored to your experience and qualifications. For this position, the gross annual salary starts at EUR 70,000. In addition, we offer numerous benefits, including a commuter pass, meal vouchers, flexible working hours, and professional development opportunities.

We are committed to gender balance and diversity and welcome applications from people with disabilities, LGBTQ+ individuals, and people of all backgrounds.

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Contact

Location

Tuerkenstrasse 9, AT-1902 Vienna