
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.
Role Purpose
The Head of Market Risk Modelling is responsible for the strategic direction, governance, and methodological soundness of behavioural, ALM, IRRBB, liquidity, and stress testing models.
The role ensures that models are robust, regulatorily compliant, and consistently applied across baseline measurement and stress testing frameworks, supporting both risk management and balance‑sheet steering.
For this position, the collective agreement stipulates a minimum annual gross salary of € 52.163,02 on a full-time basis. Depending on your experience and qualifications, we are willing to offer a higher salary.
Your contact person: Jutta Durstberger +43 664 80998 22099
* 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.
Head of Market Risk Modelling
BAWAG P.S.K. Bank für Arbeit und Wirtschaft und Österreichische Postsparkasse Aktienges.
Arbeitsort: Wien - Wieden (Zentrale)
Stellenebene:
Berufserfahrung: Mit Leitungsfunktion
Startdatum der Ausschreibung: 07.09.26
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.
Role Purpose
The Head of Market Risk Modelling is responsible for the strategic direction, governance, and methodological soundness of behavioural, ALM, IRRBB, liquidity, and stress testing models.
The role ensures that models are robust, regulatorily compliant, and consistently applied across baseline measurement and stress testing frameworks, supporting both risk management and balance‑sheet steering.
For this position, the collective agreement stipulates a minimum annual gross salary of € 52.163,02 on a full-time basis. Depending on your experience and qualifications, we are willing to offer a higher salary.
Your contact person: Jutta Durstberger +43 664 80998 22099
* 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.

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.
Role Purpose
The Head of Market Risk Modelling is responsible for the strategic direction, governance, and methodological soundness of behavioural, ALM, IRRBB, liquidity, and stress testing models.
The role ensures that models are robust, regulatorily compliant, and consistently applied across baseline measurement and stress testing frameworks, supporting both risk management and balance‑sheet steering.
For this position, the collective agreement stipulates a minimum annual gross salary of € 52.163,02 on a full-time basis. Depending on your experience and qualifications, we are willing to offer a higher salary.
Your contact person: Jutta Durstberger +43 664 80998 22099
* 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.
Head of Market Risk Modelling
BAWAG P.S.K. Bank für Arbeit und Wirtschaft und Österreichische Postsparkasse Aktienges.
Arbeitsort: Wien - Wieden (Zentrale)
Stellenebene:
Berufserfahrung: Mit Leitungsfunktion
Startdatum der Ausschreibung: 07.09.26
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.
Role Purpose
The Head of Market Risk Modelling is responsible for the strategic direction, governance, and methodological soundness of behavioural, ALM, IRRBB, liquidity, and stress testing models.
The role ensures that models are robust, regulatorily compliant, and consistently applied across baseline measurement and stress testing frameworks, supporting both risk management and balance‑sheet steering.
For this position, the collective agreement stipulates a minimum annual gross salary of € 52.163,02 on a full-time basis. Depending on your experience and qualifications, we are willing to offer a higher salary.
Your contact person: Jutta Durstberger +43 664 80998 22099
* 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.
