
Liquidity and Market Risk Specialist (all genders)
Erste Group Bank AG Vienna, Austria
Liquidity and Market Risk Specialist (all genders)
Working with us means believing in the future; in the great people who are shaping it together every day and in the wide-ranging career paths it opens up. #believeinyourself
Erste Group was founded in 1819 as the first Austrian savings bank and is today one of the largest stock-listed banking groups in Central Europe. As an attractive employer, Erste Group offers interesting career opportunities in an international environment.
Within Group Risk Management, the Market & Liquidity Risk Analytics team is responsible for the calculation, monitoring and further development of market and liquidity risk measures across Erste Group. The team ensures the reliable processing of risk data and provides key inputs for risk management, reporting and regulatory requirements.
Your Tasks
- Operate and monitor daily market risk processes covering PnL, risk measurement and market data management
- Produce and validate risk metrics used for Independent Price Verification (IPV), internal risk steering and regulatory purposes
- Ensure the quality and consistency of market data across pricing and risk management platforms
- Analyze, reconcile and resolve data and valuation issues in cooperation with Risk, Finance and IT teams
- Support the enhancement of market and liquidity risk analytics and reporting capabilities
Your Background
- University degree in Mathematics, Statistics, Finance, Economics, IT or a related quantitative field
- First exposure to valuation principles and reporting standards for capital market products
- Interest in developing your expertise in Market and Liquidity Risk Management
- Strong communication skills, a reliable working style and fluent English; German or another CEE language is an advantage
- Solid IT and data management skills, including Python and/or SQL
Our Offer
- A diverse role at the intersection of risk management, data and financial markets
- The opportunity to gain hands-on experience with market and liquidity risk methodologies in an international banking environment
- A collaborative team with plenty of opportunities to learn and develop professionally
- Flexible working arrangements with a combination of office and home office
- For this position, we offer a gross annual salary starting at EUR 52,200.00 (full-time, including overtime allowance). Your actual salary will be based on your qualifications, experience, and individual fit for the role.
- Discover and enjoy the benefits of Erste Group
- We consider the diversity of our employees as key to innovation and success. As employer we are proud to offer everyone equal chances, irrespective of age, skin colour, religious belief, gender, sexual orientation or origin.
Interested?
Join our Market & Liquidity Risk Analytics team and contribute to the reliable measurement and management of risk across Erste Group. #believeinyourself
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