Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM

Quantitative Research & Development group provides quantitative analytical services to various other desks throughout Erste Group holding.

We are looking for a

Quantitative Analyst (m/f)

to join our highly dynamic team. The applicant should be able to face diverse challenges in a wide range of fields including portfolio management and optimization, quantitative support for various investment strategies as well as risk modeling.

Job description:

  • Development and implementation of quantitative models for estimating   portfolio risk and return contributions expressed through economic capital and other risk-return figures
  • Finding pricing, trading and hedging strategies for credit derivatives like bonds, CDS, CDOs as well as the ascertainment of the hedging costs
  • Overseeing and providing interpretation of the model outputs to the clients
  • Flexibility to improve and to adapt models to meet various client requirements as well as to stay consistent with external rules and regulations
  • Stress - testing


  • University degree in Mathematics, Physics or Statistics. Preferable several years of experience as a quantitative analyst
  • Strong programming skills including R, SQL, PHP, VBA and optionally Unix, Java, Action Script, Perl and C#/C++
  • In-depth knowhow in capital markets, especially credit derivatives
  • Strong organization skills and ability to solve problems independently
  • Working effectively under time pressure and on multiple projects simultaneously
  • Eagerness to learn

 The position offers modern work equipment, an informal atmosphere and flexible working hours.

If you feel interested, please send your CV and cover letter to

Bei der Bewerbung bitte auf die FAM-jobs Seite verweisen.