Senior Analyst, FX risk management unit at Sberbank ALM / Treasury
Сбербанк России | Россия, Москва

Sberbank FX risk management team is responsible for banking book FX and interest rate risk management, structured transaction analysis, balance sheet simulation modeling and stress-testing, developing FX risk management policy of the Bank and participates in its implementation. The team actively participates in strategic analysis to support ALCo / Group CFO / Head of Treasury decision making on the issues related to strategic FX risk management, ALM risk positioning.


Job Description

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.


Successful Applicant

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.

Требования к кандидату

  • Опыт работы (>)
    2 года (обязательно)
  • Образование
    • Магистр (обязательно)