We are looking for people who are energetic about developing their talents with us. As a young European bank, we offer opportunities for people who like to roll their sleeves up and advance their career. We are looking for people like you. Become part of our international team located in a modern office in Vienna 1010.
Liquidity Risk Manager (maternity replacement) m/f
Ensuring a prudent control, management and monitoring function related to the liquidity risks of SBE. This position includes tasks related to the liquidity risk management and limit monitoring. Core tasks are the periodic monitoring of all liquidity risk limits and respective reporting, including escalation process in case of limit breaches. In addition, development of new models and processes in the area of liquidity risk is covered by this role
Your Tasks and Responsibilities
- Perform liquidity stress-test testing: reporting, development and updating of stress-test parameters
- Monitor liquidity risk limits: setting, control and reporting
- Oversee ILAAP, LiSREP, LAS: coordination, drafting input from Risk side, collecting inputs from other departments, checking and correcting inputs of other departments
- Responsible for liquidity risk management and control methodology: writing from Risk side and alignment of methodology, developed by ALM
- Perform liquidity risk assessment: while aligning new/updated corporate and retail products, during annual overall risk assessment process
- Verify ALM reporting to the regulator
- Participate in or supervise other liquidity risk related topics
- Participate in all projects, related to liquidity risk management
- University degree in Business or Finance with strong analytical skills or degree in IT or Mathematics with strong business skills
- At least 3 years in banking (Market/Liquidity Risk or ALM/Treasury)
- Knowledge of banking products, bank’s balance sheet, asset liabilities management, EBA guidelines and other regulations related to liquidity risk management and control.
- Excellent command of the English language; knowledge of German and CEE languages is of advantage
- Understanding of the risk methodology
- advanced MS Excel skills, SQL, VBA is an advantage
- expertise in bank-systems (core-banking system, ALM-system), liquidity risk management systems is an advantage
- We acknowledge and reward good performance
- We offer personal and professional development through your career
- Be part of the committed and successful Sberbank Europe team
- Gather international experience in a dynamic and moving forward environment
Annual Gross salary €50.000,- based on our collective bargaining agreement (for 38,5 hours/week) – additional payment according to skills and experience. The position can be filled as soon as possible and is limited for 2 years.