Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM
 
2023-03-08

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

Market/Counterparty Risk Manager (w/m/d)

Job ID: 6290
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: 1.4.2023
Contact: SCHOECHL Carl <Carl.Schoechl@unicreditgroup.at>

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.

As the sole Financial Institution in Austria, we are using state-of-the art regulatory approved Internal Models in the Financial Risk area of UniCredit Bank Austria AG for measuring both the risk of Counterparty Risk as well as Market Risk.

The Counterparty Risk Team is not only performing its duties in very close co-operation with the Markets/Treasury & Credit 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.

Are you enthusiastic about Treasury/Markets products and their proper risk handling and reporting? Are you eager to solve complex product-, system and project related topics from various stakeholders (Holding, Regulator, Audit, Business functions, etc.)? Do 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

  • Daily measurement and monitoring of the Counterparty Risk in UniCredit Bank Austria AG (UCBA) for bank-internal and regulatory purposes leveraging on our Internal Model
  • Support Markets/Corporate Treasury Sales for e.g. new product implementation and approvals
  • Support Counterparty Risk Stress Testing framework (bank wide and customer focus)
  • Regular Counterparty Risk Reporting and support of Bank's Management and other bank divisions with regards to issues related to Counterparty Risk (like Legal, Regulatory Reporting, external communication)
  • Active role in various projects within UniCredit Group
  • Definition of policies, processes and procedures related to Counterparty Risk in UCBA
  • Support for internal- and external auditors regarding Counterparty Risk topics

What we can offer:

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

What we expect from you

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

Our offer to you

  • Smart working at the new Austria Campus
  • Work-life balance: flexible working time models, remote working
  • Exclusive benefits in the largest company canteen in Europe and much more
  • Use of the UniCredit sports and leisure center at Kaiserwasser
  • Attractive career and further training opportunities
  • Accessibility
  • Health Centre at the Austria Campus with various specialists and an extensive range of preventive services
  • Kindergarten at the Austria Campus with reserved space for employees
  • Central location of the Austria Campus with direct connection to the express/regional railway, U1 and U2
  • Offer of discounted or free banking products
  • A competitive salary dependent on your professional and personal qualifications starting from €55.000 for this fulltime position (in accordance with the respective collective agreement)

If you are hesitating to apply because you don’t think you fit 100% for the position, apply anyways! Let’s have a chat and discover your potential together! 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.