Full-time analyst / senior analyst position in Sberbank Asset Liability Management / Treasury, Sberbank


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Full-time analyst / senior analyst position in Sberbank Asset Liability Management / Treasury, Sberbank

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
- 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.


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 / SPBU graduate with MA degree in Economics or Finance;
- 1-3 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, VBA, 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.


What’s on Offer
- 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
- 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.

Job type: Full-time
Experience level: Junior
Region: Russia, Moscow
Location: Office, Remote as option
The vacancy has closed


Closed Created: 11/11/2020