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Professional fields
Work experience
1-3 yrs
Position level
Specialist/Analyst
Office address
Russia, Moscow, .
Education level
Graduate
Language
English
Advanced
Responsibilities
The position incorporates elements of interest rate risk analysis, balance sheet strategy development, balance sheet simulation modelling/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.
•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.
Requirements
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.
•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.
Conditions
•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.
•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.
Key skills