Senior Quantitative Analyst, Sber ic_fluent_person_accounts_24_regular
EMCR EMCR
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Senior Quantitative Analyst, Sber

To provide the Trading Teams in the Department of Global Markets with modern mathematical models for the valuation of their derivative books and computations of associated risks

-researches, designs and implements pricing and risk-management models for derivative instruments traded in the Department of Global Markets;
-сontributes new model and numerical method implementations to the centralized Pricing Service C++ library;
-reviews, optimizes and improves existing numerical algorithms and models;
-provides quantitative advice to the Trading and Structuring Teams on new derivative products and new business ideas;
-area of the powers solved questions/degree: the solution of questions within widely certain the politician is also more whole than the organization;
-complexity of the resolved issues: The questions which are constantly demanding adaptation or development of new decisions by means of the analytical, interpreting, estimated, creative thinking.

Requirements

-education / compulsory additional education – existence of the highest education / an academic degree in the field of mathematics or physics;
-experience – not less than 5-7 years;
-specialized practical / professional knowledge and abilities [products, processes, systems] – extensive -knowledge of financial mathematics. In-depth -knowledge of relevant asset classes. Knowledge of numerical methods and algorithms (finite differencing, Monte-Carlo simulations). Considerable experience in C++ programming;
-administrative knowledge and abilities [planning, management, integration] – administrative skills are not required;
-skills of communication and interaction justification/argument. At interaction ability to understand other people, to give support and/or to influence them is required, using special knowledge or rational arguments to induce others to action or to convince them.

Conditions

-work in the largest bank of Russia;
-employment according to the Labor Code of the Russian Federation;
-regular corporate training;
VMI, insurance against accidents and serious diseases;
-financial assistance and social support, corporate pension program;
-preferential credit conditions;
-a bright and rich corporate life;

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.

Experience level Senior
Region Russia (Россия), Москва
Location Office

Published: 19/04/2022