(Senior) Market Risk Manager (f/m/x)

Raiffeisenbankengruppe

Sparkassen, Volksbanken

Wien - Austria

Senior Fachkraft / Projektleiter

Experteer Overview

In this role you will analyze daily risk outputs and assess market risk across asset classes, influencing risk limits and reporting. You will collaborate with traders, treasury and risk teams to refine risk appetite and scenario design. You’ll prepare regulatory and management reports and support auditors and regulators where needed. You will also contribute to new product risk assessments and coordinate cross-functionally to ensure accurate risk calculations. This is an opportunity to shape risk monitoring and controls in a global, agile team.

Leistungen / Benefits

global community with 75+ nationalities
flexible work week and work-from-home options
well-being programs and check-ups
discounts and banking terms; subsidized public transport
family support: child allowances, parental leave, bilingual kindergarten
competitive salary; salary discussed based on qualifications

Verantwortungsbereiche

Analyse outputs from daily risk measurement, stress testing and back testing across market risk types for HO portfolios
Monitor market risk limits (VaR, BPV, sensitivities, stop-loss) and document recommendations for limit breaches
Review market risk limit applications; contribute to risk appetite, limit frameworks, scenarios and discuss exposures with stakeholders
Prepare regular and ad-hoc regulatory and management reporting; explain results to senior stakeholders and regulators
Support Network Banks on market risk topics (Basel IV, stress testing, FX/IR risk) and liaise with auditors, regulators, local treasurers and risk teams
Contribute to new product approval by assessing market and counterparty risk implications and coordinating with model developers
Coordinate with RBI partners to align inputs, resolve dependencies and deliver risk analyses
Take ownership of project work and manage stakeholders to completion
Share knowledge within the team and coach/peer review colleagues

Zentrale Anforderungen

Bachelor's degree in a quantitative field; advanced degree a plus
7-10 years of practical experience in market risk management or similar function
Working knowledge of bonds, derivatives, options and structured products; understanding risk measurement and reporting
Experience with market risk measures (VaR, Expected Shortfall, stress testing, sensitivities/Greeks) and portfolio application
Knowledge of regulatory topics (FRTB, Standardised Approach, Open FX Risk) and translating requirements into monitoring/reporting
Quantitative modelling and validation capabilities; proficient in Python (or similar) for data analysis, automation and risk metric calculations
Interest in automation and AI-enabled tools to improve risk monitoring, controls and reporting workflows
Excellent communication skills; ability to present complex risk clearly to traders, desk heads and senior non-technical stakeholders
Collaborative, cross-functional work style for delivering outcomes under time-sensitive conditions

communication collaboration stakeholder management VaR Expected Shortfall stress testing

Stellenbeschreibung

In this role you will analyze daily risk outputs and assess market risk across asset classes, influencing risk limits and reporting. You wil…

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