The position is offered in the Treasury’s asset and liability management unit which is responsible for banking book FX and interest rate risk management.
Professional fields
Work experience
No experience
Position level
Graduate/Trainee
Office address
Russia, Moscow, .
Education level
Undergraduate
Language
English
Advanced
Responsibilities
- Support and development of informational infrastructure for FX and interest rate risk monitoring
and management;
- Data mining & analysis, support of internal databases on derivatives, banking products and market
rates, etc.;
- Participation in banking book FX and interest rate risk management (incl. regular calculation of risk
metrics and reporting, support of models, validation, hedging strategies development, scenarios
simulations);
- Preparation of regular management information system reports and presentations for ALCO.
and management;
- Data mining & analysis, support of internal databases on derivatives, banking products and market
rates, etc.;
- Participation in banking book FX and interest rate risk management (incl. regular calculation of risk
metrics and reporting, support of models, validation, hedging strategies development, scenarios
simulations);
- Preparation of regular management information system reports and presentations for ALCO.
Requirements
Sberbank Treasury team is looking for an ambitious and driven final year student who is willing to develop
as an ALM professional for an off-cycle internship. The successful candidate will be:
- NES/ICEF HSE/SPBU master of arts student with major in Economics or Finance;
- Able to dedicate at least 30 hours per week for the internship with;
- Solid knowledge of Mathematics, Economics and Finance (statistics, econometrics, corporate
finance, financial risk management, fixed income and derivatives);
- Solid 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 market or research is a plus.
as an ALM professional for an off-cycle internship. The successful candidate will be:
- NES/ICEF HSE/SPBU master of arts student with major in Economics or Finance;
- Able to dedicate at least 30 hours per week for the internship with;
- Solid knowledge of Mathematics, Economics and Finance (statistics, econometrics, corporate
finance, financial risk management, fixed income and derivatives);
- Solid 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 market or research is a plus.
Conditions
- Off-cycle intern position with competitive compensation and possibility to receive full-time
position;
- Excellent working environment within dynamic and amiable ALM team (80% HSE / NES
graduates);
- Outstanding opportunities to learn ALM (incl. FX&IR risk management, balance sheet
management, banking product management, product pricing);
- Opportunity to develop broad and deep understanding of the banking business;
- Opportunity to work in the professional environment with contemporary banking, ALM and risk
management approaches and software (including ALM RiskPro system, Bloomberg, internal
datawarehouse, etc.).
position;
- Excellent working environment within dynamic and amiable ALM team (80% HSE / NES
graduates);
- Outstanding opportunities to learn ALM (incl. FX&IR risk management, balance sheet
management, banking product management, product pricing);
- Opportunity to develop broad and deep understanding of the banking business;
- Opportunity to work in the professional environment with contemporary banking, ALM and risk
management approaches and software (including ALM RiskPro system, Bloomberg, internal
datawarehouse, etc.).
Key skills