International Asset & Liability Manager (f/m/d)

bei Raiffeisen Bank International AG Wien 3 vor einer Woche
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International Asset & Liability Manager (f/m/d)

In this position you are responsible for steering the Asset & Liability Management ("ALM") departments of certain "serviced" network units ("NWUs"), by supporting their business strategies in the interest rate management area, sight deposit modelling and hedging, embedded optionality modelling and hedging, equity investment area as well as identifying synergy opportunities in (re)using Risk/Finance data and shaping them to achieve higher value added to the Group ALM strategy.

What you can expect:

  • Interest Rate Management: Analyse the on- and off-balance sheet interest rate risk positions of serviced NWUs with respect to both the potential effects on NII P&L as well as from Economic value perspective; derive interest rate risk strategies for the serviced NWUs; induce appropriate and timely measures in order to fulfill the strategies on NWU level; identifying positions in NWUs allowing improved IR steering
  • Sight deposit modelling and hedging: Analyse the development of sight deposit positions of serviced NWUs, develop group standards for liquidity and interest rate risk models in cooperation with Risk Controlling; identifying modelling improvement opportunities, supporting the external hedging activities under hedge accounting
  • Embedded optionality modelling and hedging: Identify products with embedded optionality in serviced NWBs; develop group standards on modelling optionality's in cooperation with Risk Controlling; develop respective option pricing models; develop option hedging strategies with NWUs and monitor their execution.
  • Group IR hedging: Analyse the potential of implementing group based IR hedging strategies in major currencies for NWUs where local position taking is not possible or not optimal; support the development of hedge accounting in such solutions.
  • Performance: Analyse and determine performance indicators for the serviced NWU ALM's, determine opportunities for improving the income and cost components of ALM segments of serviced NWUs, and derive adequate strategies.
  • Data synergy: Identify synergy opportunities in (re)using Risk/Finance data and shaping them to achieve higher value added to the Group ALM strategy

What you bring to the table:

  • Master's in economics, mathematics, business administration or equivalent
  • At least five years of working experience in Treasury, Risk Controlling or similar area within a NWB or other group unit or other bank/financial services company/consulting firm, ideally with focused expertise in interest rate risk management topics
  • Analytical skills combined with profound quick understanding of market opportunities and relationships
  • Data analysis and processing skills, ideally proficient in SQL and using group based risk and controlling systems (Kamakura, pro-MIS, MOAP)
  • Communication skills and experience in dealing with complex organizations
  • Very good command of English

What we offer:

  • You'll work in an international team at a leading bank
  • You'll benefit from flexible working arrangements and determine your own work-life balance
  • You'll benefit from the very latest in tailored professional development
  • You'll earn an appropriate salary starting at EUR 60.000,00 gross p.a. including overtime

RBI AG is committed to creating a diverse environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to age, ethnicity, race or color, national origin, religion, political or other opinion, gender, sexual orientation or disability.
We are looking forward to receiving your online application!


Raiffeisen Bank International AG

Am Stadtpark 9
1030 Wien

Arbeitgeberprofil ansehen

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