Employer, Russia
Full-time Analyst position in Sberbank Asset Liability Management / Treasury
Sberbank Treasury is a team of more than 100 professionals responsible for profit maximization, securing of stable NII growth, banking book risk management (interest rate and FX risk), liquidity and regulatory capital management. Job Description The position is offered in the Treasury s asset and liability management unit which responsibilities include balance sheet strategy development, balance sheet simulation modeling/forecasting (Earnings at risk / NII and EVE), interest rate risk analysis, market research and FTP. Key responsibilities of the analyst include: Participation in bank balance sheet management strategy development: regular forecasting of balance sheet / NII of the Bank; analysis of balance sheet forecast and development balance sheet management measures (e.g. changes in funds transfer pricing curve, product rates); analysis of the new regulatory policies effects on the balance sheet, NII and risks of the bank Banking products models development (e.g. retail loans, corporate deposits) for business planning / analysis of financial manage; Participation in IT implementation of balance sheet product, ALM risk models in ALM system; Interactive reports development with factor analysis for senior management; Development of reports and presentations for top management (Board / ALCo / Product Rates Committee). What s on Offer Full-time analyst position with competitive salary + performance related bonuses and nice work-life balance; Excellent working environment within dynamic and amiable ALM team (100% HSE / NES graduates); Excellent benefits package (free medical insurance, free gym, education in Sberbank Corporate university, ALM trainings abroad, etc.); Outstanding opportunities to learn and progress in ALM (incl. IRR management, balance sheet management, funds transfer pricing, banking product management, product pricing); Opportunity to develop wide and deep understanding of the banking business; Opportunity to work in the professional environment with contemporary banking, ALM and risk management software (including ALM RiskPro system, Bloomberg, Reuters, etc.). Successful Applicant Sberbank Treasury team is looking for an ambitious and driven student who is willing develop as an ALM professional for a junior position. The successful candidate will be: NES/ICEF HSE/SPBU master/bachelor student with major in Economics or Finance; Solid knowledge of Mathematics, Economics and Finance (statistics, econometrics, corporate finance, financial risk management, fixed income and derivatives); Good IT skills (advanced MS Excel and Access user, knowledge of programming languages, especially, VBA, SQL is a plus); Excellent presentational skills, good working knowledge of MS Power Point; Advanced or fluent English (spoken and written); Highly motivated, with a proven ability to work under own initiative within a challenging/dynamic work environment.