Analyst, FX risk management unit at Sberbank ALM / Treasury

  • Сбербанк России
  • Russia, Moscow

Sberbank Treasury team is looking for an ambitious and driven Treasury / Risk specialist who is available immediately or within 1-2 months.

Vacancy description

Sberbank FX risk management team is responsible for banking book FX and interest rate risk management, 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 decis

Key responsibilities include:

  • Development of models to support FX risk management;
  • Participation in development of the FX risk management strategy in the Bank and the Group;
  • Participation in strategic analysis to support decision making on strategic FX&IRR risk management, FTP, ALM risk positioning;
  • Participation in developing FX hedging strategies for the Bank and the Group;
  • Participation in improving the methodology of FX risk calculation;
  • Implementation of risk-metrics and regulatory ratios in ALM system for the banking book FX risk, Interest Rate risk, and liquidity risk;
  • Implementation of reporting projects, including SQL databases, interactive reports and presentations;
  • Participation in complex transactions analysis to estimate effects on Bank’s profit, FX and Interest Rate risks;
  • Improvement of the informational infrastructure for FX and Interest Rate risk monitoring;
  • Preparation of reports and presentations for Board / ALCo / Group Risk Committee.  

Successful Applicant:

  • NES/ HSE / MSU / SPBU graduate with MA degree in Mathematics, Economics or Finance;
  • Solid knowledge of Mathematics, Economics and Finance (statistics, econometrics, accounting, financial risk management, fixed income and derivatives);
  • Good IT skills (advanced MS Excel user, knowledge of VBA, SQL);
  • Excellent presentational skills, good working knowledge of MS Power Point;
  • Advanced or fluent English (spoken and written);
  • Knowledge of Central Bank of Russia and Basel requirements for assets and liabilities management, FX , interest rate, and liquidity risks management, capital adequacy calculation is a plus;
  • Have 2-5 years of experience in ALM or risk management in banking;  

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);

Candidate selection criteria

Professional Experience*

2 years (Required)


Master (Required)


English: Fluent (Required)