FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 
2017-01-11

STELLE NICHT MEHR VAKANT - BITTE NICHT MEHR BEWERBEN!!!

Market Risk Management

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 has been a member of UniCredit, one of the largest European banking groups, since 2005. Being the bank with one of the strongest capital bases among the large banks in Austria we aim for excellence and strive to achieve maximum customer satisfaction. Bank Austria is a modern and dynamic universal bank offering its customers access to international financial markets. Therefore we consistently invest in the development and motivation of our employees.

The responsibilities cover Risk Measurement of Treasury- and Markets-Activities, in particular the analysis of Risk positions and the improvements of Market- Risk calculation.

Key tasks and responsibilities

You will perform in depth analysis of risk positions, understanding the risk profile of the bank. You will also have the opportunity to contribute within the backtesting and stresstesting activities in Bank Austria. In addition you will take care of the improvement and development of valuation adjustments (XVA). You will also participate in market risk related ICAAP (Internal Capital Adequacy Assessment Process) activities.

Qualifications and Competencies

  • Studies with mathematical/statistical focus.
  • Programming knowledge (MATLAB, R, Python,...).
  • Knowledge of treasury products and Financial Mathematics.
  • Data base Know How advantageous.
  • Good English language capabilities.
  • Dedication, commitment and flexibility.
  • Ability to work under pressure.
  • Readiness to work in teams.
  • Willingness to take personal responsibility and work accordingly.

Our offer to you

We offer a gross annual salary of EUR 52.000,- at least, depending on individual qualification and experience.

Application details:
Location: Vienna
Entry Date: 01/02/2017
Time Factor: Full-time
Contact: HR Recruiting / Renate Vejvar / +43 (0)5 05 05-55422
Application: http://jobs.bankaustria.at
Additional Information: http://www.whatchado.com/de/bank-austria
Code: AT-EXT-51458763-20161229-111241-EN

Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.