Financial and Actuarial Mathematics
TU Wien, Austria


Erste Bank – The leading financial services provider in Central Europe looks for …

ALM Analyst

Based in Austria, Erste Bank is Central Europe's foremost financial services group. We provide banking, investment, loans and insurance services, and focus on consumers and small to medium-sized companies.

In support of further growth we want to strengthen our "Group Asset & Liability Management" team. The task of the group is to manage interest rate, liquidity and fx risks of the banking book of Erste Bank and the Erste Bank group. The group is also responsible for management of investment portfolios and internal Funds Transfer Pricing system of the bank.

Your responsibilities will include:

  • Preparation of ALM analysis for Erste Bank AG and for Austrian subsidiaries - the focus is given to Net Interest Income sensitivity as well as Market Value of Equity risk analysis of the bank
  • Calculation of Efficiency of hedges in the banking book of Erste bank and Austrian subsidiaries
  • Coordination of group-wide Funds Transfer Pricing (FTP) processes as well as calculation and supervision of internal FTP
  • Preparation of recommendations to ALCO and presentation of results as well as recommendations
  • Consolidation and interpretation of results on group-wide basis
  • Understanding and interpretation of ALM analysis results

An ideal candidate should have:

  • Outstanding analytical skills
  • Very good knowledge of financial mathematics as well as bank and financial market products
  • Very good IT user skills - mainly Excel and Access - capability to master other software tools; deeper IT knowledge is an advantage
  • Very good knowledge of English and German languages; knowledge of CEE language is an advantage
  • Ability to solve problems independently; high self-motivation
  • Teamplayer with willingness to improve continuously

Please send your application to Erste Bank, attn. Mag. Wolfgang Vallant, Werdertorgasse 5, 1010 Wien or via e-mail to wolfgang.vallant@erstebank.at.

Detailed corporate information is available under www.erstebank.com.

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