Look out for number one, definitely, no question about it here. FatherTed's right about them not caring how you feel, all they care about (and it's fair enough) is that the bank is running smoothly and they've got adequate numbers of competent people working there. As for the other two women (?) you worked with, they seem content with staying where they are, pissing and moaning, you've got no obligation to stay there with them. Once you get the better position you'll never think of them again, and they won't think of you either once they've got a new staff member in your place.
Once you've got the position at the new place, then let the bosses know that your old place was understaffed or needed some retraining, whatever needs to be fixed. I wouldn't suggest telling them that before you've got the new job because they might see that as a reason to keep you there or they might think you're bitter about it. Don't let that happen, just let them know once your new position is secure.
Best of luck
