Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM
2012-10-16   German Job Announcement / Deutschsprachiges Stellenangebot

Expert Market Risk Modeling (f/m).

Financial Risk Management GmbH (FRM) is a 100 % subsidiary of Bank Austria AG and is engaged with Risk management-resolutions, in collaboration between experts from both, risk management of Bank Austria Group and software development.

The responsibilities covers risk measurement of Treasury- and Market Risk-Activities, the development of tools for market risk calculation, as well as the development of Counterparty credit risk calculation methods.
You are involved in analyzing the overall market risk positions, monitoring the market risk limits and you participate in the new product implementation process for Markets/Treasury. In addition you will take care of the improvement and development of Credit Valuation adjustments. You will also have the opportunity to contribute within the project of implementing new trading platform.

You are part of a highly motivated team, which is ready to take personal responsibility.
The activity within FRM has a strong connection to the market risk management and risk integration team of Bank Austria Group.

Skills required:


  • Studies with mathematical/statistical focus
  • MATLAB, Mathematica knowledge
  • Data base Know How advantageous
  • Knowledge of treasury products and processes
  • 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

Therefore we offer:

  • To operate in an international environment of a large bank group
  • Challenging business operating area
  • For this position the salary based on the collective agreement is around € 42.000 yearly. The effective salary is based on the candidate's Qualification and Experience and will be negotiated accordingly.

Please send applications to
Mag. Reinhard Keider
Financial Risk Management GmbH (FRM)
Julius Tandler Platz 3, 1090 Wien,
or by e-mail to,

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