Data scientist position in Balance Sheet Modelling Unit, Sberbank Treasury, Sber
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EMCR

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Data scientist position in Balance Sheet Modelling Unit, Sberbank Treasury, Sber

• Develop and implement models of customer behavior to predict balances, cash flow profiles used for risk management
• Develop models for product pricing (i.e. corporate loans, deposits etc.)
• Communicate results and ideas to key decision makers
• Generate valuable ideas for new modeling tasks
• Implement new statistical or other mathematical methodologies as needed for specific models or analysis
• Share knowledge, learn new skills and participate in the development of data-driven culture in Sberbank

Requirements

• Experience applying financial mathematics and econometrics
• Financial sector experience and genuine interest/motivation to develop as a banking professional
• Experience in data mining and statistical analysis
• Excellent pattern recognition and predictive modeling skills
• Expert understanding of linear models, good understanding of non-linear models: forests, clustering methods, non-linear regressions
• Knowledge of model quality metrics and its applications
• Demonstrating an ability to analyze, prioritize, evaluate and form independent judgments
• Strong team player, communicator and influencer

Conditions

• Full-time position with a competitive salary + performance related bonuses;
• Excellent benefit 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);
• Opportunities to influence and improve Bank’s business and risk strategy.

Job type: Full-time
Experience level: Middle, Senior
Region: Russia, Moscow
Location: Office

Status

Published (Active) Created: 16/03/2021