Python Job: Market and Liquidity Risk Specialist (all genders)

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Job Skills

Company

Erste Group Bank AG

Location

Vienna - Austria

Job type

Full-Time

Python Job Details

  • Erste Group was founded in 1819 as the first Austrian savings bank and today it is one of the largest banking groups in Central and Eastern Europe (CEE). As an attractive employer, Erste Group offers interesting career opportunities in an international environment.
  • Within Erste Group Risk Management, the organisational unit "Market an Liquidity Risk Analytics" ensures a coordinated development and integration of market risk management tools into daily operations. This includes the daily processing, configuration and maintenance and reconciliation of source data and correspondent ETL processes, dedicated risk engines, result aggregation and exports to reporting.
  • Your Tasks
      • Run the market data processes for PnL and RWA
      • Implement and process risk measures for market risk used for independent price verification (IPV), internal steering, regulatory reporting and limit management
      • Run all market and liquidity risk measures for internal and regulatory purposes and risk steering across the whole balance sheet
  • Your Background
      • University degree in IT, Finance, Mathematics, Statistic, or Economics
      • Solid IT and data management skills, which should cover Python or SQL know how
      • First experience with valuation principles and reporting standards for capital market products and you are interested to gain practical experience in Risk Management Reporting
      • You are interested in working together with a young, highly motivated, successful and dynamic team
      • Good communication skills in writing and verbally across all levels
      • You work reliable on your assigned tasks
      • Fluent in English, German or any CEE language skills would be an advantage
  • Our Offer
      • We offer a diverse job in an interesting and dynamic field
      • We support your professional and personal development
      • Discover and enjoy the benefits of Erste Group
      • The minimum wage for this full-time position in accordance with the collective agreement with complete fulfillment of the functional profile is EUR 36.514,- gross per year. But this is just a formality - we would be happy to talk about your actual salary in person!
      • We offer our employees the opportunity to divide their hours between working from home and at the office.
      • Erste Group considers the diversity of its 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.
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