Risk Manager
The Role:
Head Office in Vienna is looking for a Risk Manager – Market Risk Reporting of structured interest rate derivatives.
The Candidate:
The candidate will be a graduate in Mathematics, Statistic, Economics or IT. Previous work experience will have been gained in the front office or market risk management arena.
Core Responsibilities:
The candidate will join a growing team and be responsible for:
- analysis and measurement of the structured interest rate portfolios with special focus on interest rates and FX business
- independent price verification and market conformity check of OTC derivatives
- the Product Approval Process when new capital market products related to interest derivatives are launched
- ensuring new products can be represented correctly in front and risk management systems
- defining group standards for market data processes of capital market products and validation of market data used for valuation and risk analysis of capital market instruments
- cooperating closely with the responsible front office trading unit and risk management units undertaking the model development and validation for OTC derivative products
- the limit monitoring process of the trading units responsible for structured derivatives
Experience and Qualifications:
- good ability to communicate fluently in writing and verbally across all levels
- excellent knowledge of valuation and reporting of capital market products
- advanced IT knowledge including Excel, Access, VBA and SQL
- expertise in Calypso or any other comparable front and risk management system
- fluency in English. German or other Central European languages beneficial
- strong empathy and excellent interpersonal skills
- results orientated with the proven ability to proactively find solutions and meet objectives
To apply:
Applicants are invited to click on the Apply online button to apply by 28 September 2013
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