Financial and Actuarial Mathematics, TU Wien, Austria

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

IT specialist for ALM

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 uses advanced ALM tools and systems to manage above risks. The group is also responsible for management of investment portfolios and internal Funds Transfer Pricing system of the bank.

Your responsibilities will include:

  • Improvement of regular ALM data processes for ALM analysis from bank units
  • Processing of ALM data for ALM analysis
  • Set-up and development of reporting tools for results coming from the ALM system
  • Set-up of the automated production of final results
  • Communication with IT units in the bank
  • ALM system maintenance
  • Maintenance of the internal ALM model structure in the ALM system

An ideal candidate should have:

  • Last years of university study or university degree (preferentially statistics, mathematics, computer science, physics, business administration or actuarial studies)
  • Excellent skills in MS Office (especially in Excel and Access)
  • Programming skills (VBA)
  • Strong IT skills – expertise in SQL; experience in MS SQL Server
  • Affinity to financial markets (fixed income products, valuation, ...)
  • Fluency in English
  • Strong communication skills
  • High level of motivation and ability to solve problems independently
  • Team player with the drive for continuous learning

We are offering a very challenging job, where you can be close to the strategic decisions of the whole Erste bank group. By working in a very dynamic and motivating working environment, which is required to gain insight into the balance sheet of Erste bank group, we are offering you an excellent possibility to achieve, deepen and broaden your expertise and know-how.

Please send your application to Erste Bank, attn. Mag. Adriana Jankovicova, Graben 21, 1010 Wien or via e-mail to

Detailed corporate information is available under

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