Senior Quantitative Analyst/ Associate Director, SberCIB

Position purpose:

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.

Main functions:

1) Researches, designs and implements pricing and risk-management models for derivative instruments traded in the Department of Global Markets.

2) Contributes new model and numerical method implementations to the centralized Pricing Service C++ library.

3) Reviews, optimizes and improves existing numerical algorithms and models.

4) Provides quantitative advice to the Trading and Structuring Teams on new derivative products and new business ideas.

Requirements

Activity framework:

1) Area of the powers solved questions/degree: The solution of questions within widely certain the politician is also more whole than the organization
2) 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
3) Control of the end results: FLOOR YEARS

Knowledge, skills:

1) Education / Compulsory additional education – Existence of the highest education / an academic degree in the field of mathematics or physics.
2) Experience – NOT LESS THAN 7 YEARS
3) 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.
4) Administrative knowledge and abilities [planning, management, integration] – Administrative skills are not required.
5) Skills of communication and interaction [communication] – 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.

SberCIB

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.