Сбер

Работодатель, Россия

Параметры

Россия Москва Деривативы и Структурные Продукты, Кванты Банки Специалист / Аналитик Постоянная Полная Нет 31.10.2021 40774

IPV Analyst

IPV is part of the CIB Risks Team. We provide an independent verification of prices and model inputs.

Job Description

We are looking for an exceptional candidate who is ready for interesting and hard projects.

Successful candidate will immerse themself in Finance/IT/Quantitative topics from the first day.

The role assumes strong mathematical background, good communicational skills and ability to work under pressure.

Key Responsibilities

  • Valuation of derivatives
  • Approval of new products/models/market data
  • Methodology and process improvement

Desired Skills and Qualification

  • Master degrees in Mathematics/Physics and Finance/Economics
  • Understanding of financial derivatives and valuation models
  • Knowledge of Java/C++/C#/Python is an advantage