RWA Analyst – Risk modelling (Model Division – Risks CIB Department)
Сбербанк России | Россия, Москва

Sberbank Group is offering enthusiastic and talented applicants the opportunity to build a career in Financial Markets.

The role has a direct focus on Sberbank Group RWA management and provides excellent exposure to Risk, Global Markets (Trading),

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  • Индустрия
  • Уровень вакансии
  • Тип занятости
  • Уровень занятости
  • Уровень командировок
  • Размещена / Активна до
    15.03.2018 / 11.04.2018
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  • RWA calculation & methodology for derivative contracts in different jurisdictions of Group international presence;
  • Methodological support of business in respect to RWA calculation;
  • RWA optimizing for complex intergroup deals;
  • Developing prototypes of risk metrics in statistical packages/programming languages;
  • Participation in IT projects for calculations automatization: BRD, user testing.



  • University degree in Mathematics/Computer Science/Physics/Economics/Finance (MSU, MIPT, NES, HSE), Ph.D. in a quantitative field is an advantage;
  • 1-2 years of experience in financial markets;
  • Knowledge of derivative financial instruments;
  • Understanding of the counterparty credit risk, market risk, CVA risk;
  • Significant advantage: knowledge of Basel II/III, FRTB, Central Bank of Russia regulation (180-И, 511- П, 178-И, 3876-У),  EU regulation (CRR, CRD, EMIR);
  • Maths and Finance literacy;
  • Data analysis skills (Excel is a must);
  • Advantage: Python/R/VBA/Matlab knowledge or other programming languages/stats packages;
  • Advanced English;
  • Significant advantage: international professional certification (FRM, PRM, CFA, CQF, etc.);
  • Personal skills: efficient, proactive, attentive to details, ready to work independently, result-oriented.


We offer:

  • Stable job in highly professional team;
  • Interesting path of career in an international organization;
  • Private health care, fitness in the office, employees’ benefits;
  • Extensive courses & training for our employees;
  • Modern office building (5 min from Moscow underground & MCC) ranked #1 among new Russian offices in 2017:

Требования к кандидату

  • Наличие разрешения на работу (страна)
    • Россия (опционально)
  • Образование
    • Бакалавр / Специалист (обязательно)