Financial and Actuarial Mathematics  
TU Wien, Austria  



Internship in Market Risk Trading Book Risk Analytics - CRO Intern Market Data Analyst (f/m)

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

Within Erste Group Risk Management, the organizational unit "Trading Book Risk Analytics" ensures a coordinated development and integration of market risk management tools into daily operations. This includes the end-of-day processing, configuration of pricing environments, scenario engines and reporting tools. Main tasks of the department are to:

  • run the market data processes for IPV and internal model
  • implement and process risk measures for market risk used for independent price verification (IPV), internal steering, regulatory reporting and limit management
  • run a VaR model for regulatory purposes (Internal Model) and risk steering


  • are currently studying Finance, Mathematics, Statistic, or Economics
  • are specialized in Quantitative Finance, Financial Econometrics or Risk Management
  • possess basic knowledge of valuation and reporting of capital market products and related market data
  • work as a Market Data Specialist with focus on group capital markets within Erste Group Market Risk Management in Vienna, this includes data analysis and data processing within the regular end of day processing
  • support the market data process of financial instruments for some of Erste Group asset classes (interest rates, foreign exchange, equity, credit, commodities)
  • cooperate with Senior and Junior Market Data Specialists in order to ensure a smooth market data processing within the defined responsibilities
  • have basic IT knowledge including Excel, Access, VBA, R and SQL
  • show good communication skills in writing and verbally across all levels
  • work reliably on your assigned tasks
  • possess excellent English language skills (any CEE language skills would be an advantage)


  • offer a very diverse job in an interesting and dynamic field with excellent perspectives as of July 2018
  • offer you a limited contract for 6 months part-time, everyday from 15:30 - 19:30
  • give you the possibility to gain experience and to get interesting insights in the market risk area
  • offer you to learn from Senior Risk Managers
  • offer you to be part of an international team with a great team spirit
  • guarantee an internship allowance of minimum EUR 1.500 per month (on a fulltime Basis)

We are looking forward to hearing from you!
Degree of Employment: Part-time
Primary Location: Vienna
Apply online

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