Expert, Group Market & Liquidity Risk

Wien, Austria


Addiko Bank is an unconventional bank striving for specialization instead of universality. Our mission is to deliver a modern customer experience based on convenience and speed. We emphasize cohesion, diversity, fostering talent and equality while always maintaining the success of Team Addiko at the core of our entrepreneurial values. We are looking for highly driven professionals who are eager to become part of a Consumer and SME focused specialist network in Central and South Eastern Europe.

To strengthen our team and to achieve our entrepreneurial mission and vision, we are looking for a:

Expert Group Market & Liquidity Risk (f/m/x)

Location:    Vienna / Klagenfurt
Contract:    full-time

Your tasks:

  • Analysis of the Interest rate risk in the Banking Book (IRRBB) and its main sub-types ensuring that the Gap and Curve Risk, Basis Risk and Optionality Risk in the Banking Book are properly monitored and managed
  • Identify and analyze drivers for change in IRRBB metrics, and drive risk appetite as well as limit setting process
  • Managerial and regulatory reporting on the topic of Interest rate risk in the banking book
  • Setting up the stress testing framework related to the IRBB as well as the multiple simulations
  • Provide analytical support and adequate governance to ensure the proper monitoring of IRRBB
  • Communication with external stakeholders and management on IRRBB topics
  • high level business knowledge of English,
  • Understanding and knowledge of relevant regulation related to IRRBB topics,
  • Confidence in using data management tools (especially knowledge of KAMAKURA tool is a positive but not mandatory criteria)

Your profile:

  • You have a university degree in Finance and Banking
  • You have at least 5 years of relevant experience in risk management in the financial industry
  • Excellent command of English, both in spoken and in written, German or CSEE language are a plus
  • Ability to handle highly complex problems by yourself
  • Analytical skills
  • Very high sense of responsibility
  • Committed team player with service orientation, proactivity, and accuracy

Our offer:

By joining Team Addiko, you will enter into an environment that encourages innovative solutions and a culture of togetherness in which we respect feedback and nurture human relationships. A culture in which “we” means that everyone has their “I” and every self is part of the team.

Can you see yourself joining our team of unconventional bankers? If so, please upload your CV and motivational letter here: https://addiko-ag.talentlyft.com/o/vWvagN

For further details, please contact Doris Elbl-Riha: +43 664 888 769 44

Required information pursuant to section 9 of the Austrian Equal Treatment Act [GleichbehandlungsG]: Minimum gross annual remuneration as per the collective agreement from € 40.000,00 upwards – overpayment depending on qualification and experience.




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