Job Description
Market & Liquidity Risk Analyst *

BAWAG Group is the publicly listed holding company of BAWAG, which, with more than 4 million customers, is one of the largest banks in Austria. As a dynamic employer, we promote talent and drive technological innovation forward at a rapid pace. Flat hierarchies, a flexible working environment, and equal opportunities for our employees are particularly important to us. 

As part of our Market & Liquidity Risk Analysis team within the Enterprise Risk Management & Analytics division, you will play an active role in the ongoing management, analysis, and reporting of market and liquidity risks across the bank.

This position is aimed at professionals with several years of hands-on experience in a banking risk environment, who are ready to take ownership of analyses, contribute to methodological development, and work closely with senior stakeholders

Your Tasks

  • Analyze and interpret market and liquidity risk exposures (e.g. IRRBB, FX risk, funding profiles), supporting management and ALCO decisions
  • Monitor key risk indicators and limits, investigate limit breaches, and perform in-depth ad hoc analyses in response to market events or balance sheet changes
  • Prepare, review, and further develop regular management and ALCO reporting, including commentary and interpretation of results
  • Contribute to the development, enhancement, and automation of risk reports and dashboards, using SQL, R, and visualization tools
  • Actively support regulatory risk assessments and internal risk processes (e.g. ICAAP, ILAAP, stress testing, scenario analysis)
  • Participate in cross functional projects to implement regulatory changes, improve methodologies, and enhance risk systems and data flows
  • Serve as a competent contact for internal stakeholders (Treasury, Finance, Risk Management) on market risk topics

Your Profile

  • University degree in finance, economics, mathematics, statistics or a comparable quantitative field
  • At least 3 years of professional experience in a bank or financial institution in Market Risk Management, Liquidity Risk, or Asset & Liability Management (ALM)
  • Solid understanding of banking balance sheets, financial instruments including derivatives and core market risk concepts
  • Hands‑on experience with data analysis using R and SQL in a professional environment
  • Experience with risk or ALM systems, such as OneSumX (Risk / ALM), Moody’s RiskAuthority, QRM, Sungard / FIS, Murex, or comparable platforms
  • Experience with Power BI or similar visualization tools is a strong asset
  • Confident handling of large datasets and strong ability to translate analysis into clear, decision relevant insights
  • Structured, proactive, and independent working style, combined with strong teamwork skills
  • Very good command of English (spoken and written); German is an advantage

We Offer

  • You will spend 50% of your working time in our modern and easily accessible office at Vienna Central Station. 
  • We support your personal development and career planning with an individual and attractive training program. Visit our BAWAG Academy and use our GoodHabitz elearning platform for both your professional and personal growth.
  • In addition, we offer a range of interesting and valuable additional benefits. 

 

For this position, the collective agreement stipulates a minimum monthly gross salary of € 3.272,23 on a full-time basis. Depending on your experience and qualifications, we are willing to offer a higher salary. 

Your contact person: Sophie Piehslinger +43 (0) 59905-22368  

We value people.

Would you like to work in a team where good cooperation and diversity are actively practiced? Then you've come to the right place. Equal opportunity is important to us - regardless of age, gender, sexual orientation, physical impairment, religion or origin. 


Your career with us | BAWAG|Xing|LinkedIn|Facebook|whatchado|Instagram  

Market & Liquidity Risk Analyst *
BAWAG
Job Location: 
Job Level: 
Level of Experience:  With work experience
Posting Start Date:  3/30/26

BAWAG Group is the publicly listed holding company of BAWAG, which, with more than 4 million customers, is one of the largest banks in Austria. As a dynamic employer, we promote talent and drive technological innovation forward at a rapid pace. Flat hierarchies, a flexible working environment, and equal opportunities for our employees are particularly important to us. 

As part of our Market & Liquidity Risk Analysis team within the Enterprise Risk Management & Analytics division, you will play an active role in the ongoing management, analysis, and reporting of market and liquidity risks across the bank.

This position is aimed at professionals with several years of hands-on experience in a banking risk environment, who are ready to take ownership of analyses, contribute to methodological development, and work closely with senior stakeholders

Your Tasks

  • Analyze and interpret market and liquidity risk exposures (e.g. IRRBB, FX risk, funding profiles), supporting management and ALCO decisions
  • Monitor key risk indicators and limits, investigate limit breaches, and perform in-depth ad hoc analyses in response to market events or balance sheet changes
  • Prepare, review, and further develop regular management and ALCO reporting, including commentary and interpretation of results
  • Contribute to the development, enhancement, and automation of risk reports and dashboards, using SQL, R, and visualization tools
  • Actively support regulatory risk assessments and internal risk processes (e.g. ICAAP, ILAAP, stress testing, scenario analysis)
  • Participate in cross functional projects to implement regulatory changes, improve methodologies, and enhance risk systems and data flows
  • Serve as a competent contact for internal stakeholders (Treasury, Finance, Risk Management) on market risk topics

Your Profile

  • University degree in finance, economics, mathematics, statistics or a comparable quantitative field
  • At least 3 years of professional experience in a bank or financial institution in Market Risk Management, Liquidity Risk, or Asset & Liability Management (ALM)
  • Solid understanding of banking balance sheets, financial instruments including derivatives and core market risk concepts
  • Hands‑on experience with data analysis using R and SQL in a professional environment
  • Experience with risk or ALM systems, such as OneSumX (Risk / ALM), Moody’s RiskAuthority, QRM, Sungard / FIS, Murex, or comparable platforms
  • Experience with Power BI or similar visualization tools is a strong asset
  • Confident handling of large datasets and strong ability to translate analysis into clear, decision relevant insights
  • Structured, proactive, and independent working style, combined with strong teamwork skills
  • Very good command of English (spoken and written); German is an advantage

We Offer

  • You will spend 50% of your working time in our modern and easily accessible office at Vienna Central Station. 
  • We support your personal development and career planning with an individual and attractive training program. Visit our BAWAG Academy and use our GoodHabitz elearning platform for both your professional and personal growth.
  • In addition, we offer a range of interesting and valuable additional benefits. 

 

For this position, the collective agreement stipulates a minimum monthly gross salary of € 3.272,23 on a full-time basis. Depending on your experience and qualifications, we are willing to offer a higher salary. 

Your contact person: Sophie Piehslinger +43 (0) 59905-22368  

We value people.

Would you like to work in a team where good cooperation and diversity are actively practiced? Then you've come to the right place. Equal opportunity is important to us - regardless of age, gender, sexual orientation, physical impairment, religion or origin. 


Your career with us | BAWAG|Xing|LinkedIn|Facebook|whatchado|Instagram  

Information at a Glance
BAWAG
Risk Management, Modeling, Validation
With work experience
04.05.2026