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


Specialist in Stress Testing (f/m)

Erste Group Bank AG is the corporate headquarter for a group of leading banks in Central and Eastern Europe (CEE), enjoying continued growth and stability in one of the most interesting and promising regions in Europe. We provide strategic leadership, central business functions and groupwide infrastructure, supported by bright and talented people sharing a common strategy.

Group Strategic Risk Management

The "RWA control and stress tests" team is part of the Department "Group ICAAP and integrated Risk Management”, which belongs to Group Strategic Risk Management. RWA Control and stress tests' main tasks are the management of Credit RWA aiming for optimised application of the Basel framework, monitoring and control of the proper computation of RWAs throughout the group as well as the performance of credit and comprehensive stress tests.

Within RWA Control and stress tests, the Senior Specialist in Stress Testing has the responsibility of development and application of credit and comprehensive group–wide stress test frameworks for assessing the impact of global macro-economic scenarios on the bank’s profitability and capital adequacy.


  • enhance stress test capabilities and undertake comprehensive stress tests, reverse stress tests, credit risk sensitivities, historical and scenario–based exercises
  • compute and report portfolio insight out of stress tests, translating the results into recommendations to senior management.
  • contribute to all team activities as regards to the performance of group-wide stress tests for external stakeholders as well as for internal steering purposes
  • work in close cooperation with the other groups in the bank, to coordinate stress test processes and support local entities
  • have a university degree in an applied quantitative discipline (e.g. Econometrics, Mathematics, Statistics)
  • bring sound experience in banking, ideally across the different business segments and types of risk (particularly credit and market risk).
  • possess excellent understanding of business and economics, ideally experience either within portfolio management, credit risk management, asset-liability management or macro–economic research.
  • have strong analytical, quantitative and data handling skills and attention to detail.
  • have knowledge of SAS, SQL and VBA programming, or alternatively you have a strong willingness to learn
  • possess good communication skills in German, a good command of the English language; knowledge of CEE languages is of advantage


  • offer a great opportunity for a motivated individual to join a highly skilled and experienced team, which has a track record in providing the group’s management with essential high quality steering and management information.
  • support your professional and personal development
  • guarantee a competitive and performance-related salary dependent on your professional and personal qualifications. We are obliged by law to quote the minimum wage of EUR 37.485,- gross per year for this position, in accordance with the respective collective agreement.

We are looking forward to receiving your complete online application.
Please find the original job offer and link to the online application:

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