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A large International Bank are looking for a Liquidity Risk Expert to join their International team in Vienna. In this role you will Manage liquidity risk in accordance to the requirements of ILAAP/ICAAP as well as other minimum regulatory requirements.
As Senior Liquidity Risk Expert, you will:
* Maintain and improve liquidity risk limits framework, evaluate limits applications related to liquidity risk, as well as market risk, when necessary.
* Support liquidity stress testing enhancement exercise & participate in liquidity stress testing when necessary.
* Develop, enhance and maintain liquidity risk metrics and models, in line with minimum regulatory requirements and best market practice.
* Be a counterpart for ALM for all topics related to liquidity risk.
* Reporting to management committees, including ALCO.
Ideally you will have:
* At least 3-5 years relevant experience (Market Risk or ALM & Treasury)
* A master's degree in Math, Finance or Relevant experience
* Excellent presentation skills, SQL and VBA
* Fluent English
Senior Liquidity Risk Expert
- Location Vienna
- Job type Permanent
- Salary Bonus
- Discipline Risk Management
- Reference DM/522073_1577982275
As Senior Liquidity Risk Expert, you will:
* Maintain and improve liquidity risk limits framework, evaluate limits applications related to liquidity risk, as well as market risk, when necessary.
* Support liquidity stress testing enhancement exercise & participate in liquidity stress testing when necessary.
* Develop, enhance and maintain liquidity risk metrics and models, in line with minimum regulatory requirements and best market practice.
* Be a counterpart for ALM for all topics related to liquidity risk.
* Reporting to management committees, including ALCO.
Ideally you will have:
* At least 3-5 years relevant experience (Market Risk or ALM & Treasury)
* A master's degree in Math, Finance or Relevant experience
* Excellent presentation skills, SQL and VBA
* Fluent English