Руководитель направления в отдел управления процентным риском, Sber
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Руководитель направления в отдел управления процентным риском, Sber

The position incorporates elements of interest rate risk analysis, balance sheet strategy development, balance sheet simulation modeling/forecasting (EAR and EVE) and market research. Key responsibilities include:
• Banking book interest rate risk management (incl. development of IRR hedging solutions with derivatives);
• Behavioral modelling and forecasting of balance sheet assets and liabilities;
• Participation in banking book IRR and ALM policy development;
• Participation in strategic business planning of net interest income (model development, forecasting of financial result for separate products / business units);
• Preparation of reports and presentations for Board / ALCo / Group Risk Committee.

Requirements

Sberbank Treasury team is looking for an ambitious and driven person who is available immediately or within 2-3 weeks. The successful candidate will be:
• NES/ICEF HSE / MIPT graduate with MA degree in Economics or Finance;
• 4+ years of relevant experience;
• Solid knowledge of Mathematics, Economics and Finance (statistics, econometrics, corporate finance, financial risk management, fixed income and derivatives);
• Good IT skills (advanced MS Excel and Access user, knowledge of programming languages, especially, Python, SQL is a plus);
• Excellent presentational skills, good working knowledge of MS Power Point;
• Advanced or fluent English (spoken and written);
• Experience in financial statement analysis or corporate finance is a plus;
• Experience in money market, fixed income trading or research is a plus;
• CFA/FRM is a plus.

Conditions

• Full-time analyst / senior analyst position with competitive salary + performance related bonuses and nice work-life balance;
• Excellent benefits package (free medical insurance, free gym, education in Sberbank Corporate university, ALM trainings abroad, etc.);
• Excellent working environment within dynamic and amiable ALM team (80% NES / HSE graduates);
• Outstanding opportunities to learn and progress in ALM (incl. IRR management, balance sheet management, funds transfer pricing, banking product management, product pricing);
• Opportunity to develop wide and deep understanding of the whole banking business.

Sber

Высокотехнологичная компания и крупнейший банк в России, Центральной и Восточной Европе. Сбер работает над созданием экосистемы удобных онлайн-сервисов в самых разных сферах. Сейчас в нее входит более 40 компаний. Среди них — онлайн-кинотеатр Okko, сервис доставки еды Delivery Club, служба такси «Ситимобил» и многие другие. Мы собираем лучшие технологии и управленческие методы из мировой практики, а масштабы компании и система поддержки сотрудников открывают возможности для карьеры в любом направлении и с любым уровнем амбиции. Сбер сотрудничает с вузами и проводит оплачиваемые стажировки для студентов IT-специальностей и финансовых факультетов.

Job type    Full-time
Experience level    Senior
Location    Office

Published: 16/09/2022