g FAM @ TU Wien: FAM-jobs
Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM
 
2022-12-08

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

Apply as

Counterparty Risk Manager (w/m/d)

General information

Job ID: 5831
Company: UniCredit Bank Austria AG
Location: Vienna
Country: Austria
Job Level: Professionals
Functional area: Credit & Risk Management
Working time model: Full-time
Type of contract: Permanent
Start date: 1.1.2023
Contact: SCHOECHL Carl &lq;Carl.Schoechl@unicreditgroup.at&gq;

UniCredit Bank Austria is the leading bank in Austria and is part of the UniCredit network. We are a modern universal bank and offer services and products for private customers, small and medium-sized enterprises, private banking customers, large corporations and the public sector. And we consistently invest in the qualifications and motivation of our employees.

In the Counterparty Risk team of UniCredit Bank Austria AG we are using an Internal Model Method for measuring the risk of Counterparty Risk.

The Counterparty Risk Team is not only performing its duties in very close co-operation with the Markets & Counterparty Risk Teams but having also a strong focus on solving complex topics dealing with banking and treasury products across the bank. The team is also responsible for driving the bank-wide IT architectural automatization and digitalization to enhance the way how treasury products can be processed in a most efficient and convenient way by our clients.

You are enthusiastic about Treasury/Markets products and their proper risk handling and reporting? You are eager to solve complex product-, system and project related topics from various stakeholders (Holding, Regulator, Audit, Business functions, etc.)? You drive continuous improvements and want to design smart and efficient solutions with us? If so - perfect!

We are looking for an ambitious candidate who wants to be part of a well performing team and be part to shape the future of UniCredit together with us.

What you can expect from us

  • A team of professionals who would like to share their expertise and experience with you in an interesting and challenging job within CRO structure
  • Participation in various projects within UniCredit

What we expect from you

Key Tasks and responsibilities:

  • Daily Counterparty Risk calculation for UniCredit Bank Austria AG (UCBA) for bank-internal and regulatory exposure figures
  • Support Markets/Corporate Treasury Sales for e.g. new product implementation and approvals
  • Analysis of Counterparty Risk positions in UCBA
  • Stress Testing Counterparty Risk
  • Regular Counterparty Risk Reporting and support of Bank's Management and other bank divisions with regards to issues related to Counterparty Risk (Legal, Regulatory Reporting, external communication)
  • Active role in various projects within UniCredit
  • Limit Management for Treasury Limits (limit requests, shifts & transfers) including daily monitoring and limit excess reporting for UCBA
  • Definition of policies, processes and procedures related to Counterparty Risk in UCBA in cooperation with UC Holding

Skills required:

  • Studies with financial/mathematical or economical focus
  • Knowledge of treasury products nice to have
  • Financial Mathematics/Quantitative Finance knowledge advantageous
  • Programming knowledge advantageous (R, Python...)
  • Data base Know How advantageous
  • Good English and German language capabilities

Personal profile:

  • Ability and willingness for close co-operation with other units and legal entities within UniCredit
  • Ability to work both, in a team and independently
  • Interpersonal, communication and problem-solving skills

Our offer for you

  • High internal visibility across the organization
  • Training on the job as well as the possibility to obtain international security certifications
  • Flexible working environment with the opportunity of working remotely (Home Office)
  • Work-Life-Balance: Flexible working hours and various voluntary social benefits
  • Exclusive benefits in the largest company cafeteria in Europe and delivery option to home office
  • Health Center with an extensive preventive and well-being offer as well as use of the UniCredit sports and leisure centre on Kaiserwasser
  • Global UCG exposure through permanent exchange with Holding counterparts and participation in Group projects and initiative
  • Central location of the Austria Campus with direct connections via train, U1 and U2
  • Offer of discounted and free banking products
  • A competitive salary dependent on your professional and personal qualifications is granted (€60.000 - €70.000) for this fulltime position (in accordance with the respective collective agreement)

UniCredit is an equal opportunity employer. We stand together in nurturing a workplace that welcomes diverse thinking and inclusive behaviors. Making all voices heard and leveraging “diversity of thought” regardless of gender identity, age, race, ethnicity, sexual orientation, ability and cultural background, we ensure sustainable growth and new business opportunities, a strong drive for innovation and creativity, as well as a general improvement of the work climate with positive impact on productivity, well-being and engagement of our people.

Apply Now!
(direct link to the job offer)

At the application please refer to the FAM-jobs webpage.

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