Аналитик в отдел управления процентным риском

Description

• Full-time analyst / senior analyst position in Sberbank Asset Liability Management / Treasury Job Description
• 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.
• Successful Applicant
• 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 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.
• Interested candidates should submit a CV via e-mail to Ivan Komarov Only short-listed candidates will be contacted.