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

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
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 / 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.

Conditions

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
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.

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

Categories

Please click on any category above if you want to subscribe for other content marked with the same category or other categories


Status

Closed Created: 11/11/2020