Financial and Actuarial Mathematics  
TU Wien, Austria  



Internship in Enterprise-wide Risk Management/ Credit Risk Simulations (f/m)

Working at Erste Group means pursuing a common goal and being enthusiastic about shared values. We always treat one another with respect, empathy, and understanding for our diverse backgrounds. This applies to our customers as well as to our employees

Erste Group was founded in 1819 as the first Austrian savings bank and today it is one of the largest banking groups in Central and Eastern Europe (CEE). As an attractive employer, Erste Group offers interesting career opportunities in an international environment.

Credit Risk Simulations is part of the Department „Credit RWA Management and Simulation“, which belongs to Enterprise wide Risk Management.
Credit Risk Simulations main tasks are proper, timely and high quality computation of all forward looking parts of credit RWAs, primarily Credit risk part of stress tests, RWA impacts for simulations. One of the responsibilities is also the communication to the regulator and quantitative support of other colleagues in the department.


  • are currently enrolled at a University / "Fachhochschule"
  • have an academic focus on quantitative finance, mathematics
  • have basic knowledge about risk management and corporate financial/banking products
  • are familiar with statistical analysis/programming languages packages like SAS, SQL and VBA (programming knowledge of advantage)
  • are highly motivated to extend the knowledge and able to work under tight deadlines
  • will support team activities as regard to the performance of Group wide stress test
  • possess strong analytical, quantitative and data handling skills
  • work in a cooperative and team-oriented way
  • enjoy working and analyzing large data sets
  • act as a team player with a hands-on approach, willingness to learn and good communication skills
  • are highly proficient in MS Office (especially MS Excel, Word and Power Point)
  • are fluent in English


  • offer you from January 2018 an exciting and challenging internship for 6 months in an interesting and dynamic field
  • support your professional and personal development
  • guarantee an internship allowance of minimum EUR 1.500 gross per month (on a full-time basis)

We are looking forward to hearing from you! Apply Online
Degree of Employment: Full-Time
Primary Location: Austria-Vienna-Vienna

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