Analyst, Funds Transfer Pricing team within Sberbank Treasury

·     Both junior and senior candidates are applicable
·     Full-time position, part-time and internship for students is possible

Sberbank Treasury is a team of more than 200 professionals responsible for profit maximization, securing stable Net Interest Income growth, banking book risk management (interest rate and foreign exchange risk), liquidity management and compliance of regulatory requirements.

·        Strategic analysis to support decision making regarding Sberbank interest rates policy
o  Product structure and efficiency analysis
o  Liquidity risk and Interest Rate Risk management via transfer rates
o  Market research
·        Product pricing models / Stochastic embedded options pricing
o  Incorporation of risk-metrics and regulatory ratios (Basel III)
o  Data mining / Research / Statistical analysis
·        Preparation of reports and presentations for Board / Assets & Liabilities Committee of Sberbank 

·        Outstanding opportunity to learn from first class professionals and progress in 
o  Assets & Liabilities Management, including liquidity and interest rate risks, balance sheet management, funds transfer pricing, banking products management and product pricing 
o  Skills: presenting and reporting, VBA/SQL, statistical analysis/Big Data, negotiations and project management
·        Opportunity to influence and improve business strategy and gross margin in the largest and leading commercial bank in Eastern Europe 
·        Competitive salary + performance bonuses and work-life balance 
·        Excellent benefit package (free medical insurance, free gym, education at Sberbank Corporate University etc.) 
·        Excellent working environment within dynamic ALM team (100% NES / HSE / MSU graduates)  

·        Degree in Mathematics, Economics or Finance 
·        Solid knowledge of Mathematics, Economics and Finance (statistics, econometrics, financial risk management, fixed income and derivatives)
·        Good IT skills (VBA, SQL, Python/R advanced MS Excel user)
·        Excellent presentation skills, good working knowledge of MS Power Point, ability to comprehensively speak and write in Russian
·        Advanced English (spoken and written)
·        Knowledge of FX, interest rate, and liquidity risks management, capital adequacy metrics is a plus 
·        Experience in money market, fixed income trading or research is a plus 
·        Experience with statistical analysis and data mining is a plus

Interested candidates should submit a CV via e-mail to Stanislav Smirnov (NES MAE 2013) (stismirnov@sberbank.ru) or Vasilisa Shuklina (ICEF MSc 2017-2019) (shuklina.v.o@sberbank.ru)

Only short-listed candidates will be contacted.
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