Financial and Actuarial Mathematics, TU Wien, Austria

Erste Group (Holding)

Loan Portfolio Manager/Credit Risk Analyst
Group Portfolio Management


"Group Portfolio Management" is part of the department "Group Syndication & Portfolio Management" within the Division "Group Corporate & Investment Banking (GCIB)". Group Portfolio Management acts as competence center and is responsible for analyzing and optimizing the group wide GCIB Portfolio.

Your tasks and responsibilities:

  • Validation and analysis of exposure data reported by GCIB units throughout Erste Group
  • Preparation of management reports
  • Actively advance the refinement and further development of the existing portfolio quantification model
  • Development and implementation of process enhancements to allow automated quality checks, etc.
  • Active cooperation with several units within Erste Group, esp. Quantitative Research, Customer and Risk Management units
  • Constant deepening of knowledge in credit derivatives and structured products
  • Monitoring developments and new techniques in credit markets

Your offer:

The candidate should have:

  • an academic background, preferably with quantitative focus (e.g. statistics, mathematics, management information systems, etc.)
  • the ability to communicate fluently in English and German – verbally and in writing
  • experience in the field of financial markets is desirable
  • a high analytical capability
  • programming skills would be an asset (R, SAS, SQL, MS Access, VBA)
  • the ability to solve problems independently; high self-motivation
  • reliability and willingness to improve continuously
  • a team player attitude and excellent communication skills

Our offer:

This job offers you the possibility to work

  • in a highly motivated and dynamic team
  • with state-of-the-art portfolio management methods
  • in active cooperation with numerous other EB units
  • on varied and challenging tasks

Further information:
MMag. Martin Worel,
Tel.: 050100 - 13032

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