Ekonomická a finančná matematika

Erste Group Bank AG is the corporate headquarter for a group of leading banks in Central and Eastern Europe (e.g. Slovenska sporitelna, Ceska sporitelna, BCR) with the total group consolidated balance sheet size of EUR 215bn. The head-office in Vienna is looking for new ambitious members of Group Asset-Liability Management team (Group ALM) to cover the challenges in group liquidity management.

The Group Liquidity Management Unit, being part of Group ALM, is responsible for liquidity management in Erste Group, the coordination of intra-group funding and collateral management. The unit proposes and executes the annual Group Liquidity Strategy and optimizes the liquidity management process in Erste Group according to Group ALM Standards.

You...
… coordinate, update and optimize the Group´s Liquidity Funds Transfer Pricing levels, including monthly update and coordination of funding spreads and other liquidity cost components
… manage the proper setting of funding spreads between ALM and Business Lines
… steer actively the Groups Liquidity Management process, understanding the liquidity measures, set respective measures etc.
… align the internal FTPs (Funds Transfer Pricing system) / issuance levels with the Long-Term Funding Desk
… contribute to the preparation of monthly ALCO materials (board approvals)
… analyse the monthly P/L of Group ALM with a special focus on the Funding Transformation (Structural Contribution)
… participate in the liquidity related Group projects (recently with a special focus on Basel III)
… develop and implement strategies for a proper Liquidity Risk Management
… know how to use SQL, Kondor, Reuters, MS Office on the advanced level
… have experience in ALM and / or Liquidity-, Funding Management
… can speak and write in English
... are able to solve problems independently

We...
... offer an exciting and challenging role in a young and dynamic team located in Vienna
… involve you in a close cooperation with our CEE entities
… support continuous development of your professional skills
… guarantee payment according to your personal qualifications and experience

Please send your application and CV by e-mail to stanislav.jurcik@erstegroup.com