Key responsibilities include:
- Development of the FX risk management strategy in the Bank and the Group;
- Strategic analysis to support decision making on strategic FX risk management, ALM risk positioning;
- Developing FX hedging strategies for the Bank and the Group;
- Improving the methodology of FX risk calculation;
- Coordination of risk-metrics and regulatory ratios implementation in ALM system for the banking book FX risk;
- Coordination of reporting implementation project, including SQL databases, interactive reports and presentations;
- Complex transactions analysis to estimate effects on Bank’s profit, FX and Interest Rate risks;
- Supervision and participation in the improvement of the informational infrastructure for FX risk monitoring;
- Preparation of reports and presentations for Board / ALCo / Group Risk Committee.
Sberbank Treasury team is looking for an ambitious and driven Treasury / Risk specialist who is available immediately or within 1-2 months. The successful candidate will be:
- NES/ HSE / MSU / SPBU graduate with MA degree in Mathematics, Economics or Finance;
- Knowledge of Central Bank of Russia and Basel requirements for assets and liabilities management, FX , interest rate, and liquidity risks management, capital adequacy calculation.
- Solid knowledge of Mathematics, Economics and Finance (statistics, econometrics, corporate finance, financial risk management, fixed income and derivatives);
- At least 2 years of working experience in finance – a universal or commercial bank / consulting / fund;
- Project management / team management experience is a plus;
- Good IT skills (advanced MS Excel and Access user, knowledge of 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.
What’s on Offer
- Full-time position with a competitive salary + performance related bonuses and nice work-life balance;
- Excellent benefit 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. FX&IRR management, balance sheet management, banking product management);
- Opportunities to influence and improve Bank’s business and risk strategy.