Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM


Market Risk Management - Part time 20 hours

UniCredit Bank Austria AG is offering via Human Resources Service and Development GmbH (HRSD) a part time job for the department Counterparty Risk Management & Analysis. The department is engaged with Risk management activities in the area of Counterparty Credit Risk, in collaboration with experts from Market Risk Management of Bank Austria Group and software development units.

The responsibilities cover Risk Measurement of Treasury- and Market Risk-Activities, the analysis and to some extent the development/refinement of tools for risk calculation, as well as the improvements of Counterparty Credit Risk calculation methods.
You are involved in analyzing the overall counterparty credit risk and market risk positions, monitoring the risk limits and you will participate in the new product implementation process for Markets/Treasury. You will also have the opportunity to contribute within the project of implementing new trading platforms and Front Office Systems in Bank Austria Group.

You are part of a highly motivated team, which is ready to take personal responsibility.

Skills required:


  • Studies with mathematical/statistical focus (final degree not requested)
  • 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 banking group
  • Challenging business operating area
  • For this position the salary based on the collective agreement is € 19.000 yearly at least (based on 20 hours weekly). The effective salary is based on the candidate's Qualification and Experience and will be negotiated accordingly.

Please send applications to
Mag. Reinhard Keider
UniCredit Bank Austria AG,
Julius Tandler Platz 3, 1090 Wien,
or by e-mail to:

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